microgynon 30 side effects

I've been taking Microgynon 30 for a month now. This is my first time on birth control. Since I started taking it, I have had the most excruciating headaches I've ever experienced in my life. I have literally had a continuous headache for the past month. The pain is pulsating and generally makes me unable to study properly or focus at work. I do not have a history of migraines. The pill has also caused me to be over-emotional and depressed. I have burst into tears every day for the past month for no real reason.

As it's my first time on birth control, I'm wondering if I should stick with it for a couple more months. Perhaps my body will get used to it and the headaches/depression will stop? Or should I try something else?

I haven't seen any weight gain with it, and the 'period' I'm having right now is light and painless, which is really nice as my periods are usually very heavy and severely painful. It has also cleared up my skin a bit. But I have a debilitating headache right now, which is sort of putting a damper on these positive effects.

Any advice you might have would be much appreciated!