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Most of the hormonal contraceptive pills start giving you effective protection after about 2-3 weeks of regular use, hence, being sexually active without protection during the first 2-3 weeks of getting started on the contraceptive pills, puts you at risk for pregnancy. You should have considered using back-up protection while having intercourse for additional protection. Wait and watch for your periods/withdrawal bleeding. Look out for development of any other new symptoms if pregnancy is suspected. If periods do not start within 10 days of expected period dates, or if you get abnormal periods, or if you suspect chances of pregnancy, consider visiting your doctor/gynecologist at the earliest for thorough examination (to confirm pregnancy related changes/signs in body) and blood/serum HCG level test (to confirm/rule out pregnancy accurately). Be in regular monitoring and follow-up with your treating doctor/gynecologist and report any new/abnormal symptoms immediately. Stop the hormonal contraceptive use if pregnancy is suspected, or if pregnancy gets confirmed.
Take care.