Preogesterone & Menstrual Cycle

My doctor started me on progesterone after being diagnosed as having an imbalance in my hormones & hypothyroidism. I've been on my cycle for 4 or 5 days with 3-4 days being extremely heavy with really painful cramping. I'm not sure if this is because my body is trying to balance itself or if it's something I should be concerned about. If you have any kind of information please share. Thank you.