I'm not sure an allergy can be classed the same as a side-effect. A side-effect is like drowsiness, headaches etc. Whereas an allergy can only occur once you've been exposed to the antigen, so you can never have an allergic reaction on your first coming into contact with something. Any time after there is a possibility though. However, they are a whole myriad of things that people become allergic to.
It's not really possible to predict an allergy, they just have an idea about what proportion of the population it is likely to effect. Your prescribing doctor should outline this to you, as they are the ones giving out the drugs, not the drug company.
What is important for you is that now you know you're allergic to penicillin to avoid it in future. It's worth getting checked to ensure it was the penicillin and not something else in the medication, like a colouring/preservative. Just to make sure you are avoiding the correct things. Also make sure anytime you go into hospital or get prescribed anything that it says all over your notes that you're allergic. My grandmother had it written on her notes in big red pen that she was allergic to penicillin, yet the hospital doctor gave her amoxicillin (an aminopenicillin), she had a reaction (surprise surprise!) and she could not have her hip operation (so she could never leave hospital or walk again).
If you have had an anaphylactic reaction, your doctor should give you an epi-pen, that way you can stop the reaction yourself in an emergency. I would get all the information you can, forewarned is forearmed and all that.
Good luck with it all