The little disclaimer of side effects doesn't really explain the situation. Basically enbrel and stuff like that is an immunosuppressant so if you catch a random third party infection then you might be in trouble because your immune system is weakened. The actual medicine doesn't cause all these side effects.
Stop using etanercept and call your doctor right away if you have any of these symptoms of
lymphoma:
fever, night sweats, weight loss, tiredness;
feeling full after eating only a small amount;
pain in your upper stomach that may spread to your shoulder;
easy bruising or bleeding, pale skin, feeling light-headed or short of breath, rapid heart rate; or
nausea, upper stomach pain, itching, loss of appetite, dark urine, clay-colored stools, jaundice (yellowing of the skin or eyes).
Stop using etanercept and call your doctor at once if you have any of these other serious side effects:
signs of infection (fever, chills, sore throat, body aches, confusion, neck stiffness, flu symptoms);
shortness of breath with swelling, rapid weight gain;
chest pain, ongoing cough, coughing up mucus or blood;
signs of skin infection such as itching, swelling, warmth, redness, or oozing;
black, bloody, or tarry stools;
changes in mood or personality (in children);
numbness, burning, pain, or tingly feeling;
joint pain or swelling with fever, swollen glands, muscle aches, chest pain, unusual thoughts or behavior, and/or seizure (convulsions); or
patchy skin color, red spots, or a butterfly-shaped skin rash over your cheeks and nose (worsens in sunlight).
Less serious side effects of etanercept may include:
mild nausea, vomiting, mild diarrhea, mild stomach pain;
runny or stuffy nose, cold symptoms; or
headache.
This is not a complete list of side effects and others may occur. Call your doctor for medical advice about side effects.