Progesterone Capsules - Early Pregnancy, can I take it?

Hi all, I had a miscarriage in December and am pregnant again now (only 4w3d) my progesterone yesterday was only 7, so my doc prescribed Prometrium. I thought it was going to be suppositories, but it was capsules, 200mg. Is this safe to take? When I google it, it says absolutely do not take when pregnant so now I'm freaked out. TIA!