To answer your question, yes you messed up. You are supposed to start the sunday after your period starts... If you got your period on a tuesday, you wait until that sunday to take your first pill... If your period started on sunday thats when you start your pills. Pretty simple really, the instructions should have been given to you by your doctor and they're in the little packet you get with the pills. However, what's done is done, so what you should do is go get a pregnancy test if you dont get your period when you finish up this first month.
P.S. You're supposed to use a back-up form of birth control (like condoms) for the first 1-3 months of using the pill. If you did use condoms or some other alternative form of birth control (not pulling out, because that doesn't work) then you might be a-ok! :p at this point it's just a waiting game! Hope everything works out.