Anyone else prescribed progesterone in early pregnancy?

I just got the official news from my doctor. She said I'm pregnant! I am so excited!! I plan on suprising my husband tonight. I haven't actually missed my period yet (would have come Friday 10/28)  so I know I'm really early still. But my doctor said that she wants me to start taking progesterone, she's prescribing it to me in a capsule to insert vaginally. She said my levels are okay for being so early and they do it as a precaution until 13 weeks. This is my first time being pregnant. And I was just wondering if anyone else was prescribed progesterone early in their pregnancy?