Side effects of progesterone shots?

Chelsea Alexis❤👑🌹 • Wife 💍 Mother of 1 👪 and baby #2 on the way 🤰🤱

I have to start getting weekly progesterone shots to help me from going into preterm labor as early as I did with our first. I was wondering how they went for other ladies and if you had any side effects.

Thanks in advance