Should I try the birth control pill first?

My long-term boyfriend and I are hoping to have sex for the first time. Neither of us has ever had sex before and we plan on using a condom, but I'd like to use another form of birth control as well. 
I have my license and am able to drive to Planned Parenthood/clinics/doctors' offices. I've done tons of research on birth control methods and I think I'd like to try a hormonal IUD. My question is, should I try the birth control pill first, as sort of a test? Or should I just jump in head first and get the IUD? 
I'm a very sensitive person and I worry that hormonal birth control will cause emotional problems or physical problems. Are the side effects of the pill comparable to the side effects of a hormonal IUD? I don't want to make the wrong decision! 

Glow Resources

Let’s Glow

Glow is here for you on your path to pregnancy

Glow helps you navigate your fertility journey with smart tools, personalized insights, and guidance from medical experts who understand what matters most.

25+ million

Users

4.8 stars

200k+ app ratings

20+

Medical advisors