I've been taking Paxil for several years. I found that it took the usual 7-10 days to create any lasting effect, but was glad I'd been patient about it, because I have had good results from it. My depression is the most under control that it's ever been, and I've been able to go down from my highest dose of 40 mg per day to 25 now. The 20 mg dose your doctor has prescribed is a lower one.
Good luck to you!