Hi - I haven't taken Humira, but I had a couple infusions of remicade, and then have been on Enbrel for almost 6 years (having an infection problem now, however, and am off for the time being).

I have had times of feeling odd, freaked out, deja vue and whatever.  The first shot I gave myself, I wasn't worried beforehand, but kind of freaked out afterward and had a panic attack.  thougth I'd never take it again, but 3 days later, I couldn't wait.  The immune system is a pretty deep thing, and if you think of it as the biological equivalent of your ego (distinguishing self from non-self), it can affect us in strange ways when something affects it.  I have been mostly happy with Enbrel because I can control how often I take it (and slow down if I feel like I'm coming down with something) without having to reschedule with a doctor's office,like with Remicade (which was also too strong for me).  I had a few times when I just kind of went with how I was feeling (almost like psychoanalyzing myself) and trying to sort out what these feelings reminded me of in my past life, thinking maybe I had 'unfinished business' and that the stress from those times maybe contributed to my getting RA - though there is a strong genetic link in my family.  That was the way I dealt with it.  It may not be everyone's way.  It can be physical too.  I would just keep track of it and if something really bothers you about it, talk with others here, and with your doctor.  I have often heard people on Methotrexate say they feel "off-color" for a day after they get the MTX, but then feel better the rest of the week.  It's very individual, and only you can decide if it works for you... good luck!  But no, it's probably NOT "all in your head", but it IS "in your mind/body".