Starting Birth Control, Advice?

I am 17, and I visited the gyno for the first time today. I first got my period when I was 14, but I am quite thin and tall. I explained to the doctor that I experience severe cramping, nausea, dizziness, fatigue, and mood swings which usually results in me missing at least one day of school per month. She recommended I go on either Depo or birth control pill, and I am leaning more towards the pill so that I don't start out with a heavy dose all of the sudden.

I'm a bit nervous about how it will all work, what happens if I a miss a day by accident, how effective it is, the whole nine yards. Does anyone have any advice for someone just starting on birth control?