Anemia is common in pregnancy. The standard approach is to take iron supplements in the form of ferrous sulfate. It can be hard on some people's systems and is generally poorly absorbed.
If the ferrous sulfate does not cause you distress and raises your hemoglobin numbers, great!
If the side effects are miserable and/or your hemoglobin numbers do not improve, you can talk to your care provider about Floradix. This is a liquid iron supplement that, in my experience, is effective in raising hemoglobin with less side effects. It contains B-vitamins and other support nutrients to benefit iron absorption. And the flavor's not bad.