Alesse and headache

When I first started taking Alesse I did have nausea for about one week. That was the least of my problems.
I became such a basket case! I cried at everything (both happy and sad movies) and wanted to hurt anyone around me (including myself). I actually felt suicidal at times, even though I'd never ever seriously consider it. This was extreme depression, despite being happier than ever with my boyfriend. It was so confusing. I would burst into tears randomly...and on the last day of taking the pill, (only two days ago!) I burst into tears in public. It was very embarrassing!
I gained ~10lbs during the first month. My appetite had no end to it. I pretty much had all the symptoms of pregnancy, minus breast tenderness. My Dr. scared me and told me I needed a pregnancy test. Luckily, I'm not pregnant.
I developed these painful, red bumps on my shins. At first it looked like bruises, now the Dr. says it's from the pill (but he wouldn't tell me what it was). Now I'm worried about blood clots and the like. I've heard of other women having these symptoms. So, it's not just me.
Finally, I had a lot of trouble sleeping at night. I'd wake up randomly, feeling as though I was high on caffeine, and not be able to relax for ~30mins afterwards. By the time the alarm went off, I was exhausted. I just had mono this past year, and losing sleep weakens me even more now.
Not only is Alesse totally wrong for me, but I'm changing doctors. If you know your symptoms are from the pill, find another one. It's NOT worth ruining your life. Thankfully my boyfriend is understanding!

I just recently switched from Yasmin to Alesse.. due to Yasmin giving me ZERO sex drive and crazy emotions. I have not been on Alesse very long at all.. it has not even been a week! but all day today I have had a terrible headache!! I really just want to know if that will go away? Or if i will have to switch again! Since it is such a hassle to get a doctors appointment haha.
DO THE HEADACHES GO AWAY? I have not been able to do anything all day because of it =(

I've been on Alesse for 3 days, and it has been 3 days of extreme nausea! Within 10 minutes of taking the pill, I'm totally green! I'm reading the comments below and I noticed that no one has mentioned nausea, has anyone experienced this within the first week? I just started to take bc pills again after being off the NuvaRing a year and a half ago.

My diet hasn't changed so it has to be the pill and it's definitely not in my head because I have a strong stoma

I'm on my 11th day of my period with no end in sight. VERY heavy bleeding, headache, the worst cramps I've had in my life, sore breasts, moodiness. This is only my first month on it, but definately not fun so far.