Hey CG, the headache may or may not be related to Enbrel. Call Enliven and talk to one of the nurses about it.
As for how long it can take, that depends on the person. In some people, it can take months; in others, not so long. Also, you may find that you feel better the day or a couple of days after the shot.
My sweetie is always knocked for a loop the day of his shot, but feels amazing the next day. I'm always OK on the day of the shot, but a tad flattened the day following and better on the third day.
Hugs,