Mediterranean diet - first 2 weeks

I started the on Tuesday and so far have stuck to it really well. I got a little worried yesterday because I got very depressed and burst into tears when I left work to go to lunch. Fortunately, I am able to go home at lunch time and I pulled myself together. I just felt very sad and kind of lethargic. I now think it is because I am going through a bit of sugar withdrawal. I always drank my coffee with cream and sugar or splenda and had red wine every night. I usually ate some type of cereal for breakfast and even though I tried to be concious of how much sugar I was eating, I guess I was getting more than I thought I was. Anyone else had side effects?