I've always heard there's no known issues with it, and few, if any, adverse effects. But, some Cordyceps (esp. the cheaper kind) can be contaminated with lead or other heavy metals.
It's pricey, but their 3 for $40 is a good deal compared to most Cordyceps sold online. If you take 2 pills twice daily, a bottle will last you a bit over 3 weeks.