Gastrointestinal - nausea, extreme fullness, paradoxically both rapid and slow transit (I recommend lots of fiber, but that will make you too full too), bloating, all kinds of negative stuff, and obviously if you're on a calorie deficit because you get full off a single bite of food you're going to have low energy and feel pretty garbage on that front (thus ramp slowly), but also some jitteryness, all manner of things. I would call the first week on a tiny dose something like a very mild GI bug or flu, in terms of everything I experienced.

That said, I'm extremely prone to side effects, most people I know who have tried them started at maybe half the standard dose and had zero side effects at all. I'm the best possible guinea pig for these things, because if I can tolerate it, almost anyone who isn't frankly allergic or something can.

The other downside, obviously, is injections - you will need to learn how to use sterile technique to inject yourself or pay the incredibly high costs for the pens. The pills are also an option but I have no personal experience and their bioavailability is so low I don't know that I fully trust them.

They will completely change your relationship with food and alcohol, too. Your tastes will probably shift, nearly everybody I know who is on them has essentially given up booze (maybe a couple drinks a year, more or less)

In my experience, basically all downsides can be solved by lowering the dose, and not escalating dosages as fast as the doctors tell you.