If you're getting it compounded it may be time to switch providers.
Seriously, in the first week you should feel a bit of nausea at .25mg. After 2-3 weeks you should see something, either weight loss (most) or gain (some).
Or you could be one of those who have no effect, which sucks. I'd go over your process with your provider, from storage to injection.
Not everyone gets nausia. On .25 I had zero side effects. At .5 minor sulpher burps that lasted a few days and then again down to zero side effects. In the online communities of people on GPL-1 very few people have side effects.
Why on earth would having no side effects suck? As long as its working (weight loss) then thats the ideal scenario.