Started Effexor (venlafaxine) 37.5mg three days ago, I started getting mild blurred vision from it especially when looking at computer screens. Will this go away?

Maybe. Blurred vision, especially when trying to focus, can be a side effect. It sometimes goes away, and sometimes doesn't (but it certainly goes away when you stop the Effexor (venlafaxine).) To some this is minor and tolerable; to others it is intolerable, and they have to switch.