What are the side effects of using steroids?

Depends on type: Most commonly, "steroids" are glucocorticoids like prednisone. They cause s/es in proportion to dose & duration. They include weight gain, high blood pressure, diabetes, osteoporosis, bruising/bleeding, infections, cataracts, insomnia, mood changes, and adrenal insufficiency. A short days-long course may not cause any of these but higher dose or longer duration treatment should be monitored.

Many & inevitable: With most medications, there are possible side effects. With steroids, they are guaranteed. The only question is which one. The lowest dose for the shortest period should be used, if there is no alternative.