It's really quite common. I'm 15 months sober and I felt like hell for the first month straight. After that though it started to slowly improve.
I went to an addictions counsellor for the first 2 months. That helped me greatly. I didn't fit with AA or NA though.
I learned that your addicted part of your mind is always trying to trick the sober part of your mind into drinking/using. Once I realized this it made it so much easier to resist cravings.