Pregnant lady with narcotics... and I'm not afraid to use them! Okay...so maybe I am!

So I had my 16 week appointment on Monday, which was pretty uneventful (yay!). I had a headache at the time, which reminded me to ask the doctor about safe medicines to take for my migraines while pregnant. For those of you that don't know, I periodically get migraines to the point of vomiting all day and/or night. I have already had this happen this pregnancy and it is horrible normally, but especially so when you have precious cargo to worry about. I was seeing a neurologist while pregnant with Macy and she prescribed Reglan, which was primarily just for the nausea. I mentioned this to my doctor, so he gave me a script for that, but he also gave me one for oxycodone (I think this is the correct name), which is a narcotic. I was like, 'Huh?? You're giving me what?!' He assured me (more than once) that it is completely safe for the baby and I won't get hooked on it or anything. So I think, okay, maybe taking narcotics is better than getting sick. So I go to get it filled at the pharmacy and they need my social security number due to it being a controlled substance, which freaked me out a little and then when I mentioned that I'm pregnant, they seemed a little alarmed. The pharmacist told me to only take it if I have to. Great, so just when I start to feel okay about it, they have to go and worry me again! Hmmm... to take the drugs or not to take the drugs, that is the question!