Antidepressants generally take 4~6 weeks to become fully effective and 6 ~ 8 weeks to reach steady state blood levels. Some people report improvement in the first 2 weeks but earlier than that is probably a *placebo effect*.
Drowsiness, headache, and nausea are some of the most common side effects and the good news is that they usually only last a few days to a week or so, getting better every day. Only a very small percentage of users experience side effects and they rarely warrant stopping the medication.