Nancy, if you started the pill on the first day of your period, you have a very very low risk of pregnancy.
If you started it on another time (first Sunday or quick start) you should wait 7 days before having sex without a condom. Your risk will definitely be increased if you did that.
The side effects of the pill (especially when you start) can be the same as pregnancy signs. If you got pregnant from sex in the last 5 days it is definitely much too early to have any pregnancy signs.