I must be so stupid

I just started the pill a week and a few days ago and I noticed many of you ladies talking about the sugar pills ? When I had gone to pick up the pills they told me to go back on Tuesday of last week because they had forgotten something and I haven't had time to go pick it up and I'm guessing it's the sugar pills ? And I just went straight on the hormones, is that like a major set back ? I feel so dumb lol