These side effects include nausea (particularly during the first 3-4 months of pregnancy as a result of higher levels of estrogen in the system), heartburn, gas, hemorrhoids, backache, leg cramps, ins...These side effects include nausea (particularly during the first 3-4 months of pregnancy as a result of higher levels of estrogen in the system), heartburn, gas, hemorrhoids, backache, leg cramps, insomnia, constipation, shortness of breath or varicose veins (as a result of carrying a heavy load on the abdomen).