Ugh! Insurance ?

So I found out I was pregnant recently and Im so excited and thought wow it finally happened, we've wanted a child forever! (It's our first) Well, come down to making a doctors appointment and I noticed I never received my insurance cards (benefits from work in the mail) well I go to admin. and they say my benefits doesn't start until six months after I've been there, which is unexplainable bc I've had the same full time, loss prevention job for 3 years just transferred states!!!! Long story short I don't have insurance and now I don't know what to do! Help!!!!