Anxiety medication side effects?

I have recently having trouble sleeping but still could manage to force myself to sleep. Mostly because i have tingling sensation and head feeling funny. So the doctor said im experiencing minor anxiety attack and prescribed me Zoloft 25mg/day for 1 week and then continue on week after just on every other day, today is my third day having it. 
The first day i was feeling find but the second and third night i couldnt sleep at all. Everytime i closed my eyes and almost falling to sleep, felth like something cold crawling(cramps like) under my skin especially arms, thighs and back of the head. Funny thing is i dont feel tired at all the next day.
Called my doctor, he said it couldn't be possible from zoloft cos it suppose to make me relax. I feel like im going crazy especially night time when everyone else asleep and im cant.
Is it from the medicine? If it does, should i stop taking it? Anyone ever experience in this?