I want to second the suggestion for a psychiatrist.
Zoloft is an SSRI (Selective Serotonin Reuptake Inhibitor). Those usually take 2-3 weeks for you to feel the full effect. However, it's also really common to need a dose increase with them. Most OBs start you on a starter dose and don't follow up.
There are several known side effects to the SSRIs, most of which go away within a week or so.
-headache
-nausea/stomachache/diarrhea
-brief increase in anxiety/irritability
-decrease in libido
I wish more doctors would tell their patients about these side effects so that the patients don't think they're going crazy! I had mild versions of all of these, and really, they went away after 3-4 days (except the libido bit - that didn't come back for about 18 months, but that was probably due to nursing too).