Low progesterone?

Frenchie
I had my first dr appt Wednesday this week for blood work.  I am 6w2d today.  Next Wednesday is first sono.
Dr called with blood results today.  All numbers were within normal range except progesterone.  Came in low and I am starting supplements tonight.
Dr said there are some women who have had lower numbers than me who refused supplements who had healthy pregnancies and carried to term while there are some with higher numbers who miscarried.  There's no guarantee either way, of course, but there is an increased chance of early miscarriage with low progesterone.  Dr said I will take supplements for about a month till I'm in second trimester when the placenta starts producing progesterone.
My questions are...
Has anyone taken progesterone supplements?  What side effects did you have, and were they severe?  Has anyone else been "diagnosed" with low progesterone?  Did everything turn out okay?
Thanks for any insights...I'm obviously scared and concerned!