New to the pill

I'm 22 years old and 4 days into taking the pill. The doctor gave me a perscription and sent me on my way, no explanation, no wait-time, no nothing. I had no real sex ed in school other than how boys should use condoms which my partner and I have been. I'm not at all sure what to expect from this, if I will still have periods, if it's safe to go unprotected etc. My period is 2 days late but idk if the pill works that fast.

Is there anything anyone can tell me/give me advice on while on the pill such as how long it takes to really start working, or what it actually DOES other than lowers the chance of pregnancy?