As Kindred has said, it can take antidepressants some time to work. The figure usually stated is 6-8 weeks to feel their effects. I've taken a fair few antidepressants over the years and the most common side effects were nausea, headaches, tiredness (or insomnia!), blurred vision, changes in appetite, and a reduced sex drive. A lot of these wore off for me pretty quick (like 10 days-ish) others, like the increased appetite or reduced sex drive, lasted a fair bit longer.