What kind of baby movements should I be worried about?

I am 29 weeks pregnant with my first and am not sure what exactly I am feeling all the time. I feel like he is extremely active. He is moving and kicking none stop. Sometimes it worries me. My stomach will be going insane for 15 minutes at a time. The movements are so rapid and everywhere. And at times my stomach trembles. Like he shaking. I was reading my pregnancy book and it says they can have spasms in the womb. I know its not his hiccups. I got a call two days ago from the doctor telling me I have to go on iron supplements because my levels are pretty low. Could that have anything to do with it? It just doesn't feel normal or right to me.