Capsules dissolve a bit more easily. Tablets rest against the intestinal walls. Six of one, half a dozen of the other. Patients with sensitive intestines prefer capsules.
See how you go with the tablets. If you do not like taking them, then ask your doctor to change back to the capsules. When I was prescribed the generic I found it did not work the same as the named Effexor, but when I withdrew I had to go on the tablets so I could cut them up and reduce. I did prefer the capsules. No reason why you cannot tell doctor you prefer the capsules.
If the tablets work just as well, and you are happy with them that is OK. Perhaps when this prescription runs out, you could ask for capsules.