Is It Safe To Undergo Iron Transfusion To Control Hemoglobin Level During Pregnancy?

I am 31 weeks pregnant and my doctor informed me that my hemoglobin level was at a 7 and i would need an iron transfusion how serious is this and if my scheduled appointment for the transfusion is two weeks from now should i just go to the emergency room and tell them whats going on? By the way i have hyperemesis gravidarum as well so my morning sickness is still pretty severe