A recent blood test showed my vitamin d level at 15. My doctor prescribed d2 1.25 mg for 4 wks. I took one dose so far. Should I worry if this is safe?

Is safe&Correct Dose. It is safe and correct dose 1.25 mgm(50000units)every week for 4to8weeks as loading dose and has to follow up with 2000 unit of Vit D Daily.
Yes, safe. You have low levels, your doc is trying to bring you up to normal range. This is the "normal dosage" usually prescribed for low levels.
You have to have. Trust in your doctor. That is why you try to establish a patient-doctor relationship. He/she will trust that you give all necessary informations so you can be helped. Anyway, it is safe.
D2 NOT safe! Use D3! A meta-analysis by the Cochrane Collaboration shows Vit D3 significantly reduces all-cause mortality, while D2 does not reduce mortality and may slightly increase it! I can think of NO good reason for any Dr. to prescribe D2. I advise taking D3 10,000 iu/day x 1 month, then 5000 iu/day (and monitor levels). Please tell your Dr. that D2 is not safe or effective. See https://tinyurl.com/6wx4ujl.