I haven't had any weight gain, but I did take up running which is something that I said I would never do! I used the "Couch to 5km" podcast that you can download from iTunes to teach me how to run and now do two runs each week of 5-7km each. I also play indoor beach volleyball twice each week which is great fun! I haven't changed my diet in any way and still have my glass of wine regularly and choccies every day to keep me happy.
Insomnia can sometime be a problem if you get hot flushes/night sweats. I find that if I am unsettled, I take a couple of Panadol and it settles me right down and I sleep with no problems. Apparently Panadol doesn't stay in your system so you can take it every day if need be (providing you stay within the recommended dose). Taking it at night was suggested to me by a friend who doesn't have BC but takes them when she can't sleep. It certainly works for me :)
Depression is not something that I have had trouble with. I think if you keep active, it helps and coming on here and venting if there are any problems is a great relief!! We are always here to listen :) If you do get depressed, make sure that you go to your GP straight away because it is something that can be treated.
Hopefully you won't have any problems taking it at all!
Louise