Hi, andrea.
I was on Effexor for a couple of years. It changed my life. I, like you, was diagnosed by my doctor, and she prescribed it for me. I was informed of the side effects, and still decided to take them.
Sometimes, and especially when extreme anxiety is involved, doctors will prescribe anti-depressants. The only major side effects I experienced were sexual. I lost all sexual urges and feelings for the first month or so. After that, once my body got used to the change, I started to come around. Some people claim that Effexor can become addicting, however I didn't experience this problem.
Your first couple of weeks on this medication might feel a bit weird. Your body is going through some chemical changes. I noticed that during my first week, my pupils were dilated and I felt a bit jumpy, but it wasn't anything too intense.
I definitely recommend it. Remember, though... Sometimes the side effects associated with many medications like effexor are a result of an already existing medical problem. So if you're healthy, you'll be fine.