I have been on warfarin sodium now for about 5 years. And myself will be on it the rest of my life, I have what they call as Q X Facter 5, In other words my blood stream will clot for no reason. I have not had any side affects on these pills either.
i was on warfarin for one year after bilateral PE and experienced hair thinning like you did. i did not, however, experience the weight gain (i eat a low carb diet, so i'm not sure if that played into it or not). i do think warfarin has bizarre side effects that are not mentioned in the prescribing information, so i don't think you are alone in this!!! talk to your hematologist...i told mine about the hair thinning and she said she'd heard that from other patients. it might make you feel better to know that there are other patients that your doctor is seeing that have experienced the same thing. good luck!