I was on progesterone for my two last pregnancies. The first one doctor prescribed progesterone because my progesterone levels were low. They were low because the pregnancy was ectopic, so the progesterone did not help anything anyway.
This time around my levels were normal, but doctor still put me on supplementary progesterone "just in case", because I had two previous miscarriages. I do not think the progesterone helped, I think it would be OK anyway, but I certainly had side effects - insomnia and dizziness. I was so loopey after taking it in the morning that I could not even drive myself to work.