Low iron affects on baby????

So I had a D&C last June and lost a lot of blood which resulted in me having low iron. I'm pregnant again and 16 weeks today. Had lab work done yesterday and it's at 38, an infusion is recommended for anything below 60. I asked the nurse 3x if the low iron could hurt the baby and she said no, it'll just make me feel awful. I have the option to continue to try to raise it through iron supplements and diet or an infusion. 
Just super nervous that it can affect the baby.