Are headaches, alter egos and depression common side affects of adderal xr?

Yes: Stimulants like Adderall (dextroamphetamine and racemic amphetamine) are very powerful. It's amphetamine, like crystal meth. It can be habit forming, cause lots of side effects including depression, anxiety and even psychosis. It can cause some personality changed, which is what you are likely referring to as an "alter ego." it sounds like Adderall (dextroamphetamine and racemic amphetamine) will not be a good treatment for you.