Effexor medication is used for the treatment of clinical depression. But, it can actually cause patients to think more about suicide, and to even act on those thoughts. Instead of taking it off of the market, the FDA has issued a black box warning for patients to understand the high risk of taking this particular drug. Unfortunately, the list of side effects does not stop there. It can cause a myriad of other health risks, especially if it is coupled with drugs used to control migraine headaches. Patients can even lapse into a coma. Doctors must wean patients off of the drug, because the health risks of going cold turkey are numerous.