3rd day

hi all i was taking 20 mg of prozac for 3 weeks. my doctor on monday upped my dose to 40 mg. so i started that on tuesday. 3 days in i feel dizzey lightheaded and weird. last night i had a horrible dream i remember every bit of it. woke up terrified. could this be a side effect of upping the dose. also he started me on lyrica aswell to take with the prozac instead of xanax. Does lyrica relax u like xanax does?