I have just started back on Zoloft after being off for a year. I am having a really hard time with severe anxiety. My doctor prescribed klonopin to help until I get adjusted but then that freaks me out because it can increase anxiety if you stay on it for too long and then try to come off. So I am now tapering that off and my anxiety is back again. It is common for your anxiety to increase when starting an antidepressant. It is a side effect that will go away. It can happen again after a dose increase, which is what I'm going through now. It can take a week or two for things to settle down. The loss of appetite is common too. Not sure about your arm pain, but I do hope that gets better for you. FWIW, I worry constantly about random stuff since I started back on Zoloft too.
Not sure if any of this made sense because I haven't slept in two days :).