It sounds like you're fine to me, but I'm a bit of a newbie myself so I'll let others weigh in. I felt a bit puffy the first few days but I think I just wasn't used to the sodium yet. It went away.
I mostly wanted to give my congrats on your new healthy lifestyle, in particular:
You quit smoking, caffeine, and dairy all at once? With no desire to go back? You clearly have a will of IRON and will have no trouble with primal. Quitting smoking was one of the harder things I've ever done, and I'm a beast without coffee, so huge kudos.