1. unless you have any allergy
to dairy proteins
or been recommended by your physician to restrict them in your diet, there is/are no known side effects of whey protein.
2. you have to choose from the available whey supplement, what is good for you: whey isolate, whey concentrate or whey protein blend?
3. because you use to do weightlifting earlier, you can also opt for casein
protein, at night time to help repair muscle tissue, whereas you can take whey protein in morning/afternoon/evening, as per your requirement as it is soluble and easily digested.
4. one word of caution, because you will be consuming lots of proteins which require lot of water to metabolize proteins, so make sure you stay well hydrated otherwise may get dehydrated.