What kinds of vitamins to take

Does anyone else get a little confused with what vitamins to take? I am 10 weeks pregnant with twins and my obgyn told me to take my prenatal plus iron and calcium. Every vitamin I looked at said if pregnant or breastfeeding consult your MD before taking. That made me worried I may not pick a brand thats doctor recommended or something. The iron was no biggie but I accidentally picked up calcium vitamins with magnesium and zinc in the pil too. I am wondering if I shouldn't take it because it has that extra stuff. Any advice or suggestions? Should I just go get plain calcium and not take the ones I got? I dont want to bug my MD with a silly question.