It's pretty common for it to take a few cycles for your body to adjust to hormonal contraceptives.
What I would suggest is the following:
1) Do use condoms with the pill, as well as other safer sex tools and techniques as needed -- http://www.scarleteen.com/sexuality/safer.html. Not only is the pill not 100% effective, even once it's working, it offers NO protection against infection or disease. if I had a dollar for every woman I know on BC who got pregnant on it, and another for every woman I know who would up with an STD or STI from not using safer sex methods, with even long-term partners, I'd be a wealthy chickie, indeed.
2) In about two weeks, go ahead and take a pregnancy test, just to be sure.
3) If you skip this period, and your next one is late AND your test was negative, check in with your GYN to be sure the pill you're on is right for you.
In the interim, chill out a little. Stress and pregnancy worry can delay a period all by itself, as well as make you a bit batty. Even if you ARE pregnant (which, after a month on the pill, would be at most a moderate to low risk), worrying doesn't make it go away or help in any way.
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