Hey! I've been on the ring for about 5 months. At first I had bad side effects too. My breast were REALLY tender and I was also slightly nauseated. It was so bad at first, I considered going to to my GYN and switching to something else.
But remember, you've been on it for such a short amount of time. Your body needs more time getting used to the hormones. I know everybody is different and it took me about 4 months to get over the side effects and now I'm fine. I LOVE the ring. It's so easy and really convenient for me.
No, I don't think your imagining anything. But I think the site recommends you give your body at least 3 cycles to get used to the hormones. If you really feel that you won't be able to get past the side effects, you should speak with your GYN about switching to the patch, pill or many other kinds of BC out there.
But if you like it and want to keep using it, try to give yourself some more time and you'll be ok!