Balance the pros and cons of the possible side effects or the side effects you're already experiencing from the medication vs the condition you have. I had to take a few medications after my amputation and some of the side effects were worse than the actual pain! We had to have my doctor switch/adjust the medication more than once to find a decent balance. Talk with your doctor about your concerns and he should be able to help you.
Ask your doctor if there's something else you can take that has less side effects.
If you are taking prescription medications and your doctor is aware of all the other medications that you take, the personal risk to you in such a case is minimal.
Most side effects don't occur or quickly go away, or are amenable to dosage adjustment or a medication change.
Your pharmacist will address any concerns you have about either prescription or nonprescription medications.
The warnings you read about side effects also include certain reactions that are probably less likely to happen to you than being your struck by lightning.