Tamsulosin also acts as an uncontrolled blood pressure medication. If your blood pressure was already on the low side, or you take other drugs which also act as uncontrolled blood pressure medications at the same time (e.g. PDE5 inhibitors, Sildenafil, Tadalafil, etc), or you suffer from significant postural hypotension (blood pressure drop when you stand up), then it might make you faint. The advice given is be careful the first few times you take them, but if you have no problems, you're probably OK. All Tamsulosin formulations are modified release (slow release), so check how to take them for this to work. In all the ones I've seen, they must be taken with food in your stomach. If they are not taken according to the instructions, they may release too quickly, resulting in a more significant blood pressure drop, and them running out sooner (they don't last quite 24h anyway).
They are a very commonly used drug, and most people have no problems with them. If you do, there are other alpha-blockers available.