Normally iron supplements, if you don't know what you're doing, are very poorly absorbed by the body but usually this causes constipation. I suppose it could also cause the opposite. It can cause stomach pain as well. But poor forms of iron can also cause nausea. For most people this would mean feeling like you want to vomit or actually throwing up, but in some cases it could be diarrhea. You also need to have a reason to take extra iron, because if you're not low in it, taking too much can adversely affect the heart, so make sure you actually need it. The best way to tell if it's the iron is to stop taking it. This should be done anytime you take a supplement and something changes soon after for the worse -- just top taking it and if the problem goes away, that was the cause. The best absorbed form of iron I know of is made by Floradix, and is from plant sources that don't cause digestive problems. They are very well absorbed, so the levels are very low in the supplement. You can accomplish the same thing more slowly by adding a lot of green leafy veggies to your diet that are high in iron, such as dandelion greens, parsley, and the like, and beets also contain iron. The plant form generally doesn't bother people. As for magnesium, that can also cause this problem, but most forms of that in most supplements is also in a form that can't be absorbed well by the body, and in this case if it isn't absorbed well it won't cause any digestive problems, whereas iron is often the opposite where the worst absorbed forms are the ones that cause the problem. A lot of people get nauseous when starting a new poor quality multivitamin, and almost all bought from a drugstore are like this, because of the poor form of the iron. Stopping the vitamin stops the problem. Sometimes if you insist on taking the vitamin anyway, taking it with a meal will prevent the problem. The best absorbed forms are found in good health food stores, because that's what they do, and the best ones for digestion are the ones that try to get the vitamins in the form closest to that found in food. One way to tell if you're taking a calcium/magnesium supplement that is better for absorption is that you have to take several at a time -- if you only have to take one or two, you can pretty much figure you're not going to absorb much of it. Same with multivitamins --- getting them in a form that most people absorb well often means taking a lot of pills. Now, the underlying issue is, why are you taking these, and do you actually need them? But that's a different question. For most people, if it's just protection and not a deficiency, they would take a good multivitamin.
"Side effects from too much magnesium include diarrhea, which can be avoided if you switch to magnesium glycinate." - Dr Hyman
Always take your supplements while you eat either first thing in the morning or late at night. do not take with milk!! hope this helped!