I think the general rule is most of the negative side effects, like nausea, go away after about three months, just give your body time to adjust to the pill.
Also, you should get your period at the end of the pill pack, during your placebos. But, since it is your first month on it, your period could come sooner, later, or not at all! But not to worry - it's just your body adjusting to the hormones.