Oh, and to answer your actual question (LOL)...yes, anxiety, feeling "jittery", insomnia, among others, are fairly common side effects.
Personally, I wouldn't recommend that unless you had a thyroid condition that was officially diagnosed by your doctor, in which case, he/she would put you on the appropriate medication. Truly your best bet is a holistic weight loss plan involving diet and exercise. Getting in better shape will help decrease your anxiety too! It's a hard process, but with work and determination, you'll get there!
Good luck!