Be sure you are getting enough salt, you are losing a lot of water in the beginning and your electrolytes are going out with it. Good thread on that: http://forum.lowcarber.org/showthread.php?t=445775 Dr Westman suggests the tastier remedy of two cups of salted broth (like the cube in hot water). I still can get light-headed if I forget to salt my food enough.

Other side effects here: https://www.dietdoctor.com/low-carb/side-effects

Did you also give up caffeine? That is not necessary for keto, would be hard to give up carbs and caffeine at the same time.
You will get more energy when you are in ketosis, hang in there!