What are side effects from having a blood transfusion?

Usually none: Tranfusion of packed red blood cells will perhaps 1 time in 25 result in some mild allergy symptoms (sneeze, itch, etc.) if you're allergic to something in the blood; 1 in 100 you get a mild fever because you're allergic to donor transplant antigens. Most common serious problem is lung damage. A few others exist. Risk of any infection is extremely low.

Depends on need: While blood transfusions are generally safe this treatment does have side effects and should be used judiciously. However, far more important issue is the need for blood transfusion, given that half the transfused blood goes to people who are dead in six months. The need for transfusion generally is an indication of serious health issues.