A little worried?

Hello all, I'm really new to this app, so I'm sorry if I put this in the wrong spot, but I was hoping to get some advice or reassurance.

(I'm sorry if this is lengthy)

My boyfriend and I have been together since December of 2015, and we were best friends for three years before that. We've been through thick and thin, and I love him more than anything, and I know the love is more than returned. So it wasn't like it was a random spur of the moment decision when we decided to have sex for the first time recently. That's not the issue though, my problem is that I'm late, and I'm getting a little worried.

We used protection the whole time except for at the very beginning because we wanted to know what that felt like versus using a condom. Which may have been stupid. But I can't change it now, so I was wondering if it was normal to be a little late after the first time, or if I should look into taking a pregnancy test? I'm going over to his place tomorrow to talk it out with him too. Thank you so much for anything you can tell me, I appreciate it immensely!