For topical retinoids, it mentions that an exacerbation of acne, called a "retinoid flare", may appear at the beginning of treatment:
"The exacerbation of acne, the so-called 'retinoid flare' may appear at the beginning of treatment, usually in the first weeks of therapy and persist for several weeks."
The document also notes that for some treatments, side effects like skin irritation tend to be worst in the first few weeks and then improve:
"The intensity of skin irritation related to topical treatment with adapalene increases in intensity to a maximum at week 2 of treatment and regularly decreases to week 12."
For azelaic acid, it states:
"According to the reports, the frequency and duration of local reactions are highest in the first 4–8 weeks of treatment. Those unpleasant symptoms usually decrease after a continued use."
Otlewska, A., Baran, W., & Batycka-Baran, A. (2020). Adverse events related to topical drug treatments for acne vulgaris. Expert Opinion on Drug Safety, 19(4), 513–521. doi:10.1080/14740338.2020.17576