The first medication probably is not the right one
Finding what works here is a search, not a first-time hit. That is ordinary practice, not a sign that a case is difficult or that a doctor is bad.
So “it didn’t work” is information, not a defeat. What exactly did not work, how quickly, what specifically was bad — that is the most valuable thing to bring to the next appointment, and the easiest to forget.
And separately: any decision about switching, dose or stopping is made together with the doctor. Stopping something abruptly because you dislike it is the most expensive way to find out.