Expect many side effects to ease, and tell your prescriber about any that do not.
The wording of the source sentence matters, so here it is read slowly.
How the NIDDK words the improvement
The NIDDK (NIH) states that most side effects are mild and most often improve if you continue to take the medication.
Two words in that sentence carry the meaning, and they are "most" and "often". Neither one means all, and neither one means always. A side effect that stays or worsens is exactly the kind you should raise with the person who prescribed the medicine.
Where to check your own drug
Your medicine has its own information page, so read it for the drug you take. For tirzepatide, see the NHS medicine page and MedlinePlus drug information. For background on the condition, the CDC's overview of obesity and Cleveland Clinic's article on weight control and obesity are plain starting points.
Recording how your symptoms change
Write down when each symptom starts and whether it eases from week to week. Take that record to your prescriber before you decide anything about your dose.