RJ, I've been taking Zoloft for the last 6months, (and have previously taken it three years ago) so what I say is both from experience and from my own research. I should add that I researched it purely because there's a good chance that I may have to take it for the rest of my life - so I wanted to know as much about it as possible.
Although it may take a number of weeks before you may notice the benefits of it, as with
any drug, the side effects can be pretty swift in showing themselves. The sexual dysfunction and the swallowing issues are fairly common side effects. Whilst not necessarily life threatening, you DO need to let your doctor know about any side effects you notice. They can either try to alleviate any concerns you have, or even change you onto a different drug or dosage.
However, the suicidal thoughts are extremely dangerous and your medical team need to be informed immediately - NOT the next time you're due to see them. It IS pretty fucked up that a drug designed to remove the desire to harm oneself can actually induce a desire to harm oneself - but that's one of the side effects of SSRIs, and appears to be particularly more likely to occur in younger patients taking Zoloft.
If you haven't got the information sheet that comes with Zoloft,
THIS is the info. Of course, you're more than welcome to PM me, or Skype me if you need to talk further.