most people don't get them - it s a local release of hormone, very little goes into the blood stream. i think you are reading the views of a vocal minority. you are much more likely to get side effects with a pill.
most people i know with them (prof and personally) love them!
the bleeding is likely to settle down as well, it can be erratic for first few months and then a lot of women don't get any periods at all
DO NOT remove it yourself for exactly the reason emma1977 says. it can cause low bp and collapse - termed cervical shock.