Hi Mitzi and Carrots 
I my dose (for anxiety - GAD) is 50mg and my doctor initially said I may prefer to take half a dose for the first few days if it made me feel sick. I was really eager to start feeling better so took the whole 50mg the first two days - and felt really sick and awful; night sweats; panic; everything. So I went back down to 25mg for the rest of the first week then went up to 50mg again. I still had side effect for the first couple of weeks, but not as bad as they had been at first.
Actually it's easy to downplay it now, but I did feel pretty rotten, particularly for the first week, then during the second week the side effects gradually started to fade. I also felt more panicky than I had done before now and again, which was awful. I really just had to keep counting down the days in my head as I got closer to the end of the two weeks. Everybody (on here mainly) had told me the side effects should go by then, and I also kept telling myself it was worth going through because I would eventually feel so much better..
And it was definitely worth it - I would say that most days I feel 'normal' now. I still sometimes wake up feeling a bit anxious about something or other, but then once I get up and get on with stuff, it goes and I forget about it (which would have never happened before).
But specifically, Mitzi - I would just tell the doctor exactly how youre feeling. I have a feeling he will say it's early days and that you just have to give the tablets more time. But if you feel absolutely awful and don't think you can manage the way you are, tell him that and he may be able to prescribe you something else to take alongside the sertraline. If it's any consolation, I had days of feeling awful on and off for the first few weeks, and definitely for much longer than the physical side effects lasted - so I would have thought that what you're feeling is pretty normal
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Carrots - If you're worried about the side effects I would maybe start on 25mg and see how you go - if after a few days you feel ok, you could up it to 50mg then? Did your doctor mention anything about starting on a half dose? Also if you possibly can I would tell your DH about the meds - it will really help you to have his support, especially if you do start feeling hideously tired or grotty...