It of course is going to be different for everyone, but yes I do believe that your sense of increased energy wont be instant.
Your body needs to adjust to the new healthy food it is taking in. I joke that my body is freaking out and "tired" from trying to figure out what to do with all of that nutrition it's not used to getting!
Another issue is if you are increasing your excercise, this is going to initially be another draw on you physically, if you are not used to it.
I always try to keep in mind that it took some time for my body to get to where it is today (fat, un-exercised, addicted to salt and many bad foods...) so it is going to take a while for it to get back to its happy place. I know it will happen, and sooner rather than later.
I'm in day two of my "Detox" phase of Fat Smashers...I know just how you feel. This all reminds me of becoming a vegetarian. That first week was quite difficult physcially and mentally, but I felt so incredably wonderful once I got past the initial hump, it was all worth it!! I just keep thinking about feeling so good!!
Sorry to blather on...but I know you will soon feel wonderful too! Hang in there!