Is the Makena shot worth it?

My doctor spoke to me about this progesterone shot to help prevent premature baby... she said it looks like I will be fine and it’s optional if I decide to take it or not... it’s not something she said I have to take. My first born was 34 weeks & a few days old... he was perfectly healthy and didn’t need to be in the NICU or stay in the hospital. I took him home as if I had a normal delivery. With him my water just broke and I had him 5 hours later, vaginally. My second baby was actually 10 days “late”. I had her c-section. My third baby I was induced at around 37ish weeks, because they said his oxygen levels seemed low. I had him, vaginally, vbac. He was in the NICU for about 10 days. This pregnancy I don’t know what’s going to happen since I haven’t showed any consistency in my previous pregnancies... but all my babies have been healthy and the only time baby came early on his own without induction was my first pregnancy. I’m not sure if I should start taking the Makena shots or not. The doctor didn’t seem concerned at all and left me with the choice but she did say she honestly thinks I’ll be fine without it. I’ve never heard of the Makena shot and don’t know the risks, side effects, if it’s affective, etc. I am currently 23 weeks pregnant exactly.