Unprotected Sex

So me and my boyfriend have just recently started having sex as of last month. We've only done it 3 times the first two times were without a condom and the last time was with one. It feels a lot better without the condom and I enjoy it 10x more. I prefer the sex without the condom but I'm scared to get pregnant even though I'm on birth control. It's just the pill and I hear that it's not as effective as the rod implant. I've been thinking about talking to my parents about switching my birth control method because of this. What should I do?