If you begin to feel better, it is important to take Paxil and talk to your doctor if you experience headache nervousness, or anxiety nausea, diarrhea, or changes in appetite or weight. You are now taking an FDA-approved medication proven safe and effective treatment for depression, social anxiety disorder and generalized anxiety disorder. Paroxetine can cause side effects that may impair your thinking or reactions. This drug must be taken regularly for a few weeks before its full effect is felt. Paxil should be taken once a day, either in the morning or evening, with or without food. Alcohol, which can increase some of the side effects of Paroxetine. As stated by others. The brand name for a depression medication called Paroxetine hydrochloride.