Every woman reacts differently to each pill. While one formulation may have a certain effect for one woman, it may have an entirely different one for another woman.
So while one woman may have no side effects, another may have many, and vice versa.
As well, as to Desogen being a "higher risk" pill for blood clots, there is conflicting information regarding that, and even those studies which did show an elevated risk of blood clots in those taking the pill, the risk overall was still very low in women with no other risk factors.
Blood clots can happen on any pill, so just know the warning signs (severe leg pain, redness, warmth, swelling, shortness of breath, crushing chest pain, severe headache, confusion, blurred vision) and if you have any, go to the hospital.
Aside from all that, Desogen contains the same progestin (what people talk about being "third generation") as Cyclessa, so chances are, your side effects will be more or less the same.
The reason your doctor switched you is likely because Cyclessa is a multiphasic pill, meaning that the amount of hormones varies from week to week. This means the hormone levels in your body are rising and falling, sort of mimicing your natural cycle. For some women, this works great, but for others their periods can be irregular.
Desogen is a monophasic pill. This means that each of the 21 hormone-containing pills contain the same exact amount of hormones. This means you have a constant, steady level of hormones in your body for those 21 days, which may help your period to become regular.
Bear in mind that it may take several months on Desogen before you notice any change.
Hope that helps!