bc shot and sex

So I’m on the birth control shot and I’ve been on it for a month now. I’ve been wanting my bf to come in me and he’s been wanting to as well but when we’re having sex I get scared there’s a big chance I’ll get pregnant so he just ends up pulling out. I’m wondering if anyone knows if I’ll be okay if does come in me. Also how does it feel being came in ? I’ve been super curious about that as well.