Progesterone shots for high risk pregnancy

Hello mamas! I’m 16w 3d currently, just started my 17p shots Thursday. I’m considered high risk since I went into pre term labor with my first baby at 21 weeks. Unfortunately he was too small to survive. This time around I’m very anxious and I want to make sure I’m doing everything I can to have a healthy pregnancy. I was wondering if there were any other high risk mamas out there getting the weekly shots? And if so, have you had any symptoms associated with them and any advice for this scary journey?