I'm sorry you're going through this.
Any changes in medication should be done under a doctor's supervision. Drugs like zoloft should be titrated down, the same way we gradually build up - in baby step changes in mgs. I would definitely call your doctor.
I went off zoloft after 12 years or so, but I did go down in mgs slowly and then started a new one, I did have the funny head feelings but went away after a week or so, sorry you are going through it, it is not fun!!