Taking one birth control pill and stopping?

Is this ok? I just started a pack last night on day 1 of my natural period. I haven’t taken birth control in a couple years because I hated the side effects that I got and it made me super depressed. I was hesitant (and obviously still am) about going/being back on it. Now I’m having second thoughts and wondering if it’s ok that I already took a pill and am considering not taking any more and stopping. What should I do. I’m already feeling sick for some reason the next day.