I also started taking Zoloft in April of this year (must be a popular month for anti depressants
I was also aware of how the medication has been affecting me from start to finish, and I keep a 'mood diary' in which I register fluctuations in my mood every day. I find it very helpful both to keep an objective relationship with anxiety, and also to have a detailed record in case something happens and I need to see my doctor and he'll ask me about my mood and progress. Also, I like to be precise
So looking back through my diary I have at times noted down 'increased nervousness' during certain days, and it felt at those times like I could almost get an anxiety attack, but I didn't. The possbility was there, however, as soon as I would get stressed about something or afraid I would get anxious, I would start mentally doing my CBT exercises, which help me. I find them to be a great complement to medication, and highly recommend you looking into them, because regardless if you are feeling good or better, you need to have a tool besides the medication to help yourself. Especially when in your case, your 'thinking' is what seems to create the anxiety mood, I think a CBT exercise would suit you perfectly. And since the physical aspect of the anxiety condition is virtually indistinguishable from the mental or thought processing (that is to say that one determines the other and there is not way to determine which/when) there is a possibility that you can cause yourself to be anxious by thinking about it/fearing it. So if you see your doctor they'll prescribe you to up your dose, which will work for a while, and then you'll get into another thinking pattern which might bother you. Do you see what the common element is in these situations? It's the thought process, which is the root to which CBT exercises try to get at and fix your perspective so that it is no longer skewed one way or the other. Good luck.