The only side effects I am having, and I have only been on Effexo...

The only side effects I am having, and I have only been on Effexor XR for about 2 weeks are: bad headache, anxious feeling (but getting better), and I loved my vivid dreams (good or bad) I have had all my life. For the past 2 weeks, IF I DO dream, I don't remember a thing about them. My family is probably happy about that because they get tired of hearing about my silly dreams everyday, but I enjoy retelling them since they have always been so real and deep! But now, nothing! Before Effexor XR, I was on Zoloft for 14 years! It was great, and no side effects, but all at once, after all these years, it was like it just QUIT WORKING. NOTHING. It was like the drug store had begun giving me placebos or something. I so hated to change, but had no choice. Depression, crying spells, and "going off" had come back after 14 years with a vengeance! Wish me good luck because I am going to try and tough this out and give the Effexor more time. Otherwise, doctor is going to put me back on Zoloft and just up the dosage from 1 100 mg tablet to 1 100 mg in the morning and 1/2 tablet in the afternoon. Too bad they don't just make a plain, "ole" happy pill!!!