What are the first effects of taking an antidepressant?

Varies: Some potential initial side effects include nausea, headache, sedation or anxiety depending on the medication. These usually don't occur and if they do the symptoms are usually mild and short lived. The first therapeautic effects of antidepressants are usually improving mood and anxiety. The last symptoms to improve are usually sleep, energy, and concentration, however this varies among people.

I always tell: patients that side effects come first (and hopefully will resolve). They need to be patient as it can take a while for the medication to have a therapeutic effect.