Hi Mlamont79! I have just finished my first round of Clomid 50mgs almost a week ago. I haven't experienced any side effects. I guess I should consider myself lucky, as I have heard a lot of horrible stories about Clomid side effects.
After reading your post, I did a little bit of research on the internet and this is what I found:
Clomid side effects: Clomid taken at recommended dosages, is generally well tolerated. Any adverse reactions usually tend to be mild and normally disappear promptly after treatment is discontinued.
Adverse Reactions reported are the following:
13.6% Ovarian Enlargement
10.4% Vasomotor Flushes (hot flashes)
5.5% Abdominal/ Pelvic Discomfort
2.2% Nausea/ Vomiting
1.3% Headache
1.3% Abnormal Uterine Bleeding
The following adverse events have been reported in fewer then 1% of petients in clinical trials:
acute abdomen, appetite increase, constipation, dermatitis or rash, depression, diarrhea, dizziness, fatigue, hair loss/ dry hair, increased urinary frequency/ volume, insomnia, light-headedness, nervous, tension, vaginal dryness, vertigo, weight loss/gain.
Therefore to answer your question: yes it is a possible side effect to have thinning hair from Clomid, but it's very rare. If it continues or becomes bothersome you should see your DR.
I hope this helps and I certainly wish you the best of luck!
Clomid and Hair Loss/Thinning? 
