Are there side effects from the O-Shot?

The mistake behind this question is treating a lack of a clear list as a sign that nothing can go wrong. The absence of a tidy table of side effects tells you about the research, not about your body.
What can and cannot be said
greatist.com notes: "Looking into side effects here means looking at PRP side effects when given to other body parts."
That is an honest limit. The side effects discussed for the O-Shot are borrowed from PRP given elsewhere in the body, so the reading you do is by analogy, not direct measurement.
When to act
www.healthline.com says to seek urgent medical attention if you develop fever, severe redness, severe swelling, pus or bleeding, which it calls signs of infection or adverse reaction.
Keep that list somewhere you will see it after the appointment, because it is easy to forget when you are comfortable at home.
Warning signs are not for home care
Do not manage a fever, pus, bleeding or severe redness or swelling on your own. Those are the signs the source names, and the instruction attached to them is to seek urgent medical attention.
For more context, read the Healthline explainer on the O-Shot and PRP, the Scary Mommy piece on the procedure, and a review of P shot and O shot stabs at sexual enhancement from The Niche.
If a sign appears
If any of the warning signs appear, stop reading and get medical care.