You can expect side effects from any contraceptive pill. The mild ones are that you will face nausea, fluid retention, spotting during periods. Moderately serious side effects would be breast pain, nervousness or depression, and headaches or migraines.
On the serious level you might face blood clots that will exhibit different symptoms depending on the part of the body where they form. Some of these symptoms are leg tenderness or swelling; sudden chest pain or shortness of breath, partial or complete loss of vision or blackouts; numbness in any part of the body. If you experience any of these symptoms, you should immediately stop the pill and consult your doctor.