My first reaction is find a new doc! It seems rather rude to tell someone to just take something and not address concerns about it. As a patient you have every right to understand your medications. Consider asking your pharmacist. Many people don't realize these folks can be great resources too and often know more than the docs.

I've been on Effexor XR for 5 years or so. I've had varying doses, right now 225mg daily. Effexor is not a diuretic but what I experience is increased sweating. I'm usually warm and dehydrating so I always have something to drink nearby. If I don't stay on top of it I will get symptoms of heat exhaustion. This is listed in the side effects, but I am not sure how common it is or what exactly is the reason for it.