IUD effective immediately?

I read online that the IUD will be effective immediately if it's put in while you're on your period. I have the Skyla which is just a smaller Mirena for women who haven't had children, and I got it while I was on my period. My periods have been very very light lately since I've been on the pill for almost 2 years. So I feel like I probably didn't have much uterine lining anyways. I had it put in Wednesday, and the next day my period stopped. Would it be safe to have sex today or tomorrow?  My doctor told me to take my pills for another month but they were making me sick and I feel so much better without them. I can't bring myself to take them. Should I force myself to, even though they'll make me sick? I really want to listen to my body!