Effexor DOES make you gain weight....and get bloated, etc. I was taking effexor XR since 2004 and gained 45 pounds....my Dr. said it's not from the drug; but I knew it was and couldn't convince him until I mentioned the other side effect of not being able to have an orgasm. I would also get extremely bloated & had severe stomach pain & my stomach felt hard as a rock. I had stomach ex-rays and nothing was found to be wrong so finally after all these yrs I convinced the Dr. to take me off of it & I am now losing weight slowly, I have no stomach problems anymore and my sex life is back to normal!!! I feel human again. I am on Wellbutrin now & much much happier. I have waisted a lot of years feeling so miserable. I will now insist on a drug change when I know things are not right; it is my body & it tells you when something is not right. I wish I could sue the effexor company! Good Luck!
You got some good advice from sammyb88 below. But, you may still be bloated in the bigging by retaining water, and if that is so, it will go away. It is not real weight, just the body adjusting to the medication.
People typically lose weight on Effexor, and if you're working out so much the weight gain that comes with it for some isn't a problem for you, it's a problem for inactive people! As for the drinking, I took Effexor XR for 2 years and drank many times, you're not supposed to, but it wont kill you.