I get this often as well. It's horrible because I hate having to shower early in th emorning every day but when you wake up after a night full of sweating and stuff...your hair ain't looking so hot. Heh.

In my limited research on the area it is indeed a side effect to some depression medications and it can also be indicative of hypoglycemia (this is what I think is my problem because I also seem to get it more if I Have been having too much sugar so then it drops as I sleep and I go hypoglycemic).