Weight gain is definitely a very typical side effect of corticosteroids, yes - try to limit your sodium intake, as steroids can cause weight gain due to water retention and sodium can contribute to that. Are you taking your Budesonide first thing in the morning? If so, some of it should have worn off by bedtime, but yes - having trouble sleeping is another very common side effect (and the exhaustion is probably due to the fact that you are having trouble sleeping). And yes, I'm bloated all the time but steroids do seem to make me bloat out a bit more, so that's likely another side effect (bloat can also be an IBD thing by itself).
I wouldn't worry too much about any of the things you've mentioned. If things like the lack of sleep is really bothersome to you, you can ask your doctor for a mild sleep aid. Things like low doses (10 to 25 mg) of Trazodone or Amitriptyline can help with sleep and aren't habit-forming (I'm on 25 mg Amitriptyline myself).
