Side effects began almost immediately with me when I began using the pill. The good news is, as long as you are on a pill that "works" for you, the side effects will probably level off. What I mean by "works" for you is that oftentimes, women have to try a different brand b/c the side effects are bothersome, etc.
Good luck--MH
I aggre with ^ I had to change pills twice because the levels of estrogen weren't high enough or something, my period was outta wack for what seemd like forever, and I had the worst breast pain ever till I finally found the pill that "worked" for me. I would give it a little time to start doing its thing and I also wouldn't be surprised about the side effects taking place so fast. But if you still are concerned and have questions call your Doc.