If it was just headaches and I could handle the headaches then I would wait to see the pdoc. Ultimately I feel the pdoc knows psych meds better than the GP doc. If they suggested the same I personally don't have side effects when going up on dose as my side effects never go away and are always there at any dose so it doesn't make a difference and I would just start right away but in your case it may be better to wait til the weekend especially if you anticipate side effects. I prefer side effects on the weekend so I don't have to worry about it at work.. Just me.