I took effexor (venlafaxine) xr for the first time today. it made me throw up and have a terrible headache. my muscles ache and i feel so tired. is this normal?

It can happen: It's not "normal" [because this is an uncomfortable symptom], but it's common for Effexor (venlafaxine) to cause some nausea at first. If it made you throw up, that's pretty intense. I suggest calling your doctor about this -- and see if you can't start at a lower dose. Perhaps that will help, with a more gradual titration to therapeutic level. If not, your doctor can change to a different medicine.