Hi Mags2000!!!
Well, I also use Lantus Insulin, in my case Insulin glargine (I don't know if Lantus makes other Insulin types or under other trademarks), as mentioned by Zoelula the "side effects" may be that your sugar levels may rise, and you may have some symptoms of hyperglycemia like hunger, fatigue, dry mouth, etc.
In my experience only once I've missed my Insulin shot, and my Endocrinologist told me that when it happens, as soon as possible I should take my dose, and the next day continue normally with my schedule.
I Hope this information is useful for you
Have you tested your blood sugar? The only "side effects" of missing your doses would be high blood sugar.