Dr Just Put Me On Effexor 37.5 For A Nerve

Dr just put me on Effexor 37.5 for a nerve pain I've been getting in my lower back its gets so severs that it can make me vomit. I have had Effexor for 2 days only and feel slight nausea and a bit dizzy, should I stop this or continue ? Does this help nerve pain I read it's mostly for depression ...