Anemic again! 15 weeks pregnant

I was diagnosed with anemia for the second time, the time before was with my first pregnancy. This time my doctor wants me to take iron pills and the only place that has them is Walmart. He wanted me to take a specific brand which is ferrous sulfate 325 mg so anything that isn’t 335 mg I guess I can’t take. They also suggested iron rich foods I could I he’s to boost my levels.

However my last pregnancy I had a different OBGYN and all he did was order me an iron transfusion before I gave birth and that did the trick. Maybe this doctor is just thinking ahead of time. Has anyone had any negative side effects from being anemic and pregnant? I don’t feel that different at all except I get cold easily.