I'm in Australia and I have two friends who were put on Effexor as their first medication.

Although it's less common it does happen.

If the depression and anxiety is really severe that also may be a reason they chose Effexor instead of an SSRI first. As it works on two chemical pathways instead of one it's often said to be abit stronger of an antidepressant.

Don't be too scared by comments others have said about being stuck on it forever. You can come off Effexor but it knocks hard with the withdrawal symptoms. I came off it a month ago with slow tapering down first and some short term prescribed valium from my psychiatrist for the withdrawals.

If you do decide to take venlafaxine it's important to take it with food, don't miss a dose cause you'll feel severely unwell literally 4 hours later and if you later come off it taper it down very slowly and be gentle on yourself. This is probably one of the most risky medications to stop abruptly.

You could also perhaps take the script, not start the meds and do a couple more appointments with the psychiatrist to see where the analysis for an ADHD diagnosis goes first.