What Are The Side Effects Of Weight Gain Supplements?

Hello doctors... i recently joined in gym and i am trying to increase my weight from 65 to 73 as the idle weight for my height that is 5'.10". Now my problem is my gym instructor is saying me to take supplements to improve weight as well as the body building. So will these supplements gives any side effects now or in future? *I am a lac-to vegetarian - so ill not be taking Non-veg