Taking progesterone while pregnant


I just found out I was pregnant I’m current 5 weeks and 4 days due to my last period .. my first appointment not until September 15 but I told her I had a early miscarriage last year November .. so I got blood work done... she called back today and said my hcg were good and my progesterone levels were great but she said she’s gonna prescribe me progesterone 200mg capsule .. my boyfriend said some take it but I’m like why shouldn’t I take it when my doctor told me to and he’s not .. Wht do you guys think ?