When starting treatment on a ssri for depression and generalized anxiety, does it sometimes make you feel worse, confused, lightheaded, ect.?

Sometimes. It typically takes 2-3 weeks for the meds to start to wiprk--during that interval your depression & anxiety sx may worsen--so hang in there & see if you meds will start helping.
See below. For some, starting on an ssri is associated with 1-2 weeks of flu-like symptoms that resolve on their own.