Progesteron supplement-side effects

Hi everyone, I am 6w+4 pregnant and my obygn recommended using progesteron supplement in order to “support the pregnancy”. However, on the first day I felt more nausea, which I thought was just a normal pregnancy symptom, later during the day I had stomach pain, felt bloated and gassy which are my regular symptoms since the beginning. Now I am having flu like symptoms and cough, the pain is also still present.

Should I stop using the supplement or are these side effects “normal” at the beginning of using this.