Nervous about sex

I've been thinking about losing my virginity to this guy. I feel ready, except for one thing. I'm EXTREMELY scared about the risk of pregnancy. I've been told by my best friend/sister to use a condom, which I knew, but I'm still scared. How effective are they? I'm not on any birth control pills or anything, I haven't told my parents i'd been thinking about this and frankly don't want to.