Should I have waited to start the pill?

I got my IUD taken out on 9/21 because I was having problems with it. This was also the last day of my period. (I had been having regular periods with IUD for the past couple months) I started taking the pill on 9/22 and my doctor didn't say I needed to wait or anything since I was starting on the last day of my period... but everywhere I'm reading says to wait 7 days unless you're starting them on the day of your period. I had sex that Friday Saturday and Sunday with no additional BC. Should I be worried I'm pregnant?