Yes, you can get withdrawal that quickly, and Effexor is notorious for it. The fact taking a pill made them go away is the best evidence it was withdrawal. By all means talk to your psychiatrist, but it sounds like a pretty common experience with anti-depressants to me.
You suffered withdrawal from missing your Effexor dose. This med should be tapered off of slowly, as should virtually all of these kind of meds. Even tapering slowly you may suffer some withdrawal. It's normal, though uncomfortable. I don't know if there's a generic for Effexor, maybe the doc will know.
although what you describe sounds a lot like a withdrawal symptoms I think you have to talk to your doctor about the possibility that it was something else. You should not get withdrawal symptoms that quickly from a missing just one does especially if it is extended release.