Since wheatgrass is a food and not a drug or dietary supplement there aren't any "side effects" in the normal sense of the phrase. There are, however, a few mild effects you can get from drinking wheatgrass, the most common of which include: headaches, nausea, diarrhea, and allergic reactions. Drinking wheatgrass properly, by taking it on an empty stomach and not in combination with other food/drink, greatly reduces the chances of these side effects.
Headaches and nausea are common amongst new wheatgrass drinkers, and often subsides within a few days of regular use as the wheatgrass takes effect. This can be due to new users not being used to the taste or drinking too much. It can also be caused by the detoxing effect of wheatgrass, as it rapidly removes toxins from the body. This is why symptoms usually subside in a few days.
Diarrhea is typically caused by drinking too much wheatgrass. Beginning with 1 oz/day and very gradually increasing can avoid this.
It's also possible to exhibit allergic reactions to wheatgrass such as rashes, throat swelling, or breathing difficulty. These are usually seen in those with wheat allergies other than gluten, grass allergies, or mold allergies. Mold can be quite common on improperly grown wheatgrass, so if you have a known allergy to mold we suggest being cautious.