1 Nicotine, the drug that makes tobacco addictive, goes to your brain very quickly. 2  Nicotine makes you feel good when you are smoking, but it can make you anxious, nervous, moody, and depressed after you smoke.3  Using tobacco can cause headaches and dizziness. Nicotine, the drug that makes tobacco addictive, goes to your brain very quickly. 2  Nicotine makes you feel good when you are smoking, but it can make you anxious, nervous, moody, and depressed after you smoke.