I think that might have been the don't-give-or-ask-for-medical-advice sort of go-see-your-doctor. (There was a two-for-one special on hyphens at my keyboard today.)
From what I've seen, lots of people report feeling exhausted for the first month or so. Some people seem to feel it longer, some for less time, and a few people I've read on here seem to have escaped exhaustion, though I didn't follow anyone's posts in particular to see if they ever crashed out.
In other words, while drinking damages your body badly and seeing your doc is never a bad idea, feeling a bit wiped out your first few weeks isn't necessarily a warning sign of anything, especially if you've also just added new exercise to the mix.
Bodies aren't keen on change and yours will need some time to remember how to function sober. The length of time it will take before your energy level is "normal" again is a function of so many factors, known and unknown, that you'll probably just have to wait it out to find out.
(Is that ok Anna? I just don't want him/her to have the impression that the exhaustion is inherently unusual or scary.)