I switched to a different anti depressant 2 days ago and i feel headache and flu like symptoms, is this normal?

Flu: Being cold and flu season, the medication switch is most likely not the reason for your symptoms. You probably just acquired a cold/flu. Treat yourself and recuperate from the probable virus, than give the new medication time to work, and follow-up with your doctor. Best wishes.

Don't know which: Antidepressant you switched from ; too (or you stopped the first antidepressant) prior to starting hte new one. If you were on selective serotonin reuptake inhibitor and this was not a seamless transition - you could be experiencing serotoninergic discontinuation syndrome. Or, may you have caught a virus. Take care.