From WebMD:

What are the risks of taking grape seed extract?

Side effects. Grape seed extract is generally considered safe. Side effects may include headache, itchy scalp, dizziness, and nausea.
Risks. People allergic to grapes should not use grape seed extract. If you have a bleeding disorder or high blood pressure, talk to your doctor before you start using grape seed extract.
Interactions. If you take any medicines regularly, talk to your doctor before you start using grape seed extract. It could interact with drugs like blood thinners, NSAID painkillers (like aspirin, Advil, and Aleve), certain heart medicines, cancer treatments, and others.