You can read about the side effects of Effexor here.
The following was taken from those pages, page two of the side effects to be specific. I think you should contact your doctor about this or follow the advice in the warning and seek medical attention:
"A very serious allergic reaction to this drug is rare. However, seek immediate medical attention if you notice any symptoms of a serious allergic reaction, including:
rash
itching/swelling (especially of the face/tongue/throat)
severe dizziness
trouble breathing"
Let us know you're okay.