Hi,
I take 225mg of Venlaflaxine a day, I have had so many different anti-depressants they all made me feel sick.. but venlaflaxine also comes in Medium release capsules (which I take) so it doesn't hit you at once with the nausea and motion sickness,
Effexor does cause nausea when you first start taking it. 37.5 would have been a starting dose and you would have needed to go up on it for it to work. Not sure if you mean you can't sleep normally or if it's since you've taken it. In general, I would say it's more stimulating than most ADs. I would try something else.
It sounds like it might be depression, the nausea is always a sign for me and the lack of sleeping.
It often takes more than a few months to get better, maybe a year or two ?