Go through these in order and stop at the first one that applies. If you are reading this for someone else, answer for them.
Get emergency help for sudden chest pain, difficulty breathing, coughing blood, one-sided leg swelling, sudden weakness, trouble speaking, a severe allergic reaction, or loss of consciousness.
Seek immediate help if you feel at risk of harming yourself.
After an implant or intrauterine device placement, seek prompt advice for increasing pain, fever, unusual discharge, heavy bleeding, or redness and swelling at an insertion site.
The article also says
Contact your healthcare team routinely if bleeding, headaches, mood changes, hot flushes, or other side effects are difficult to manage.
Also call if pain is worsening, you may be pregnant, you cannot feel expected device threads, or you want to change or stop treatment.
Every sign above is quoted from the sofidex article on Hormone therapy for endometriosis. If you are not sure, err upward — it is always reasonable to be checked.