I'm late and on the pill

Meghan
So my period is a couple days late. I'm on the pill, but this is my first month taking it. I just finished the first package a couple days ago. My boyfriend and I had unprotected sex(no condom or anything) about a week after I started the pill, but he never came close to cumming while he was inside me. How worried should I be and when should I take a test?