The omega 3 by it self doesn't have any known side effects.
But since are most sources of omega 3 are coming from fish oil. it can seriously have many side effects.
There is other type of omega 3. like flax seed and sage plants which are known as no side effects
see more: http://marvalousstore.com/all-products/marvalous-omega-3-made-from-the-sage-plant.html