I have been taking HRT for about 2 years now and I remember reading on this site about some women feeling a bit nauseous starting HRT. I decided to start HRT in the evening just in case and have always taken it in the evening. I think this does help if you have sleep problems. Also I started on 1mg and after about 6 months I had to up the dose to 2mg.
My belief is that when you first start taking HRT, its like your body is craving the hormones and just wants more until things settle. I have gone back to 1mg now just to see how I feel but with peri menopause your hormone levels are changing all the time and you just need to monitor how you feel and make adjustments accordingly.