I agree with Paxiled's advice/suggestions. Effexor can be quite stimulating, and these kinds of initial reactions aren't that uncommon. MY guess is that you had an anxious reaction to how it made you feel. The fact that some of your symptoms are kind of hanging around also is suspicious (IMO) for anxiety. It's kind of like a traumatic reaction.
I don't agree with the possibility of serotonin syndrome, for a few reasons. One, one dose of a medication would not put one at risk, and two, the doctors at the ER would have certainly recognized the symptoms and ruled it out. Serotonin syndrome is a condition that many people worry about, but the reality is, it's quite rare.
My guess is that you had an anxious reaction, maybe even a panic attack to a stimulating medication. Keep communicating with your doctor, and I agree with trying some kind of therapy, or other methods to treat your mild depression, before turning to medications.
Hang in there, keep us posted!
It's possible that you had the beginnings of serotonin syndrome. Some of the symptoms you mentioned fall under this. Not sure if you were prescribed the Effexor or were self-medicating, but if you are put on Effexor for the first time, they usually start you out at 37.5mg then bump it up after a week or two. Starting out at 75mg can be too much for you.
First of all, if you have mild depression you really shouldn't be fooling around with these very strong meds that alter normal brain function at all. Better to try therapy, exercise, anything else before turning to medication. Second, Effexor is in the class of drugs called snris, which target two neurotransmitters directly and choline indirectly: serotonin, much like the ssris, but also norepinephrine, which is basically adrenaline. That second thing makes a lot of people have very anxious reactions to Effexor; this is one of the most difficult meds to both take and stop taking of all of them, Paxil being the other most difficult, but all drugs in the snri class can be very stimulating. As for your allergy problems, really, doctors aren't going to help you much here, they will only cause long-term harm. Nobody really knows how to fix allergies, but natural medicine at least won't harm you. Allergies are an autoimmune disorder, and doctors do not know how to help your immune system. Natural medicine does have some things that can help tamp down an overactive immune system, but with allergies, well, sometimes it works, sometimes it doesn't. The best one can do is avoid foods and toxins that aggravate allergies by making the immune system work even harder, and steroidal medications kill off some of your beneficial bacteria that protects your immune system, so they make it work even harder still, the last thing you want if you have allergy problems. No antidepressant in the world will help your allergies, that's not what they're designed to do, and another thing about medications in general and particularly snris is they are somewhat or a lot liver toxic, which again adds to stress on the immune system. Snris are much more liver toxic than ssris, so again, a bad class of drugs for an allergy sufferer in general if your depression is just mild. I think time will take care of your bad reaction, but I'd find another way to treat this than antidepressants, and particularly snris.
This is what I have done myself. I always look up the med being used on rxlist. Look at the possible side effects, and see if they ring a bell.
http://www.rxlist.com/effexor-drug.htm
I had to give up trying certain kinds of meds because I was feeling bad side effects from all the ones I had tried. But, just because one doesnt work right, doesnt mean that another wont. Good luck!!