Yes, depression sucks tremendously, but I’m glad you two sought help. Getting better won’t be easy, but in the end it will be far better than where you were at, and you have to keep remembering that.
Antidepressants do have side effects - but so do all other medications, and they can be similar to any side effect that an antidepressant might produce. Apparently as a child, I had violent mood swings from penicillin, so doctors just try to avoid prescribing it to me in case it’s an allergy variant or it happens again. I’m on an antidepressant that’s used for migraine prevention, and it makes me feel like I’m going to pass out if I stand up too quickly after I’ve been lying down or crouching (vision grows dim, head swims, etc.), so I try to get up more slowly. It’s a fair tradeoff for going from a migraine a week to one in three months. And I’m on a different antidepressant for depression, which gives me a feeling of dry mouth, so I drink water or suck on sugar-free hard candy. But hey, I feel like I have hope, I have more motivation, and my sex drive came back to the point where my husband is starting to worry. 
They can also take a while to have an effect. You probably won’t notice any dramatic change for at least a couple weeks, perhaps a month. Don’t let this discourage you. Keep taking the medication. If you notice any side effects that are tough to deal with, call your doctor and ask for advice. Not all antidepressants work for everyone - the various drugs called antidepressants can affect one or two out of three or more different neurochemicals, and do different things to them - cause their release into the brain, prevent them from being removed from the system too quickly, and so on. Depression is a very complex thing. Give it some time, communicate honestly with your doctor.
If you’ve had blunted emotions from depression, once you start feeling better, it can be rough dealing with feeling real emotions again, especially negative ones. Just remember that feeling hurt in that instance is a sign that you’re getting better. Talk to someone who’s understanding.
If you haven’t already, definitely look into therapy. Depression can be caused by external events like stress or trauma, can be caused by a chemical imbalance of some kind (including one triggered by something like a hormonal imbalance or another illness’ biological effect), or by a combination of those factors. Medication will help you be able to function better - and that might be needed to be able to face what kind of emotional work needs to be done to get you feeling better overall, if something like that is the issue.
I wish you both the best of luck.