Effexor is pregnancy class C, which means there is possible risk, but the benefit may outweigh the harm. The concern is mostly related to third trimester, so if you are really early on you should be ok, and that will give you time to taper down slowly. There are other antidepressants that are used during pregnancy. Is there a reproductive psychiatrist you can see? Regular pdocs and primary care providers can refer. They will know best what is safe.