Yes, it can have this effect on some people and is usually a sign you were possibly deficient or low in serum level.
Both Pregnenolone and DHEA can act as a stimulant till the body adjusts to it.
But I do have to say that 10mg is already a low dosage amount.
What I'd recommend is to titrate your dosage; a practice used with many drugs by physicians and healthcare providers.
What this means is start with a much lower dose like cutting that 10mg pill into 4 - 2.5mg pieces and start with that daily. In about 10 to 14 days add another 2.5mg and repeat till you reach the dosage amount.
Your body just needs to acclimate and titration is the methodology that will do just that.