Should I be worried at all about getting a blood transfusion?

No. There is always a risk of complications no matter what you do, but if you have to get something like a blood transfusion, it is better to get it than not get it and have another outcome. This is done by well trained staff who are prepared for all known issues associated with this. If there is a real problem, like a transfusion reaction, it can at least be stopped, and many meds can be given.