I have MS and I'm on venlafaxine, but for pre-existing depression. I can't really speak to it in the context it's been prescribed for you, but I do recommend a slow titration of the dose. I remember starting out and getting pretty nauseous on 75mg. The reduced me to 37.5mg and then slowly raised it to the 112.5mg I've been on for a few years now.
I took it for nerve pain. It made my migraines worse. Everyone is different. I went on Trileptal which worked great. It sometimes takes awhile to find drugs that work with few side effects. I ended up at a pain clinic run by Duke. There was a lot of trial and error.