Sex for the first time....

Hello lady’s! I recently started having sex for the first time this month and I’m not on any birth control or not using a condom at all. My man makes sure he doesn’t ejaculate inside me but during the night going home I get very scared to think that something could happen to me. Would that give me any chances of getting pregnant? I don’t really have anyone I could talk too about it and honestly I wish I could talk to my mom but I really cause. (I come from a religious family so theirs no chance of me telling my mom) Any advice? :( is it bad to not use a condom?