How did you get over pregnancy scares?

I've been sexually active with my boyfriend for a while now, but we recently decided we were comfortable enough with each other to move on to traditional sex. We love it, it makes us feel close and confident in ourselves and each other, but a few days after each session I find myself wondering "did we REALLY do everything right?" I worry over really silly things too, like "did touching the spot where I wiped cum off of and touching myself a few minutes later (even though it was dry) do anything?" And then I obsess over my cycle for days, even though my cycle us really, REALLY irregular (it seems to alternate between skipping every other month for 6/8 months and then returns for 6 months; skipping periods when sexually active isn't fun!). Basically, what helped you all control the anxiety with trying sex out? Time? Knowledge? Talking?