First pregnancy question

I just found out I was pregnant Wednesday. Doctor didn't tell me how far along I was or anything just told me not to eat deli meat or unpasteurized foods and sent me on my way to blood work. They then said set up for 4 week follow up and we will do a ultrasound then. so today I got a call from my pharmacy telling me I had a rx for pick up. I ask what it is, it's antibiotic. The name cephalexin. Says take 3 a day until supply is gone. My doctor or the office didn't tell me anything.. So should I take this or should I wait. They are closed today. The pharmacy said its prolly for a uti. Also I'm in the middle of switching my doctor due to the the fact she was wonderful and funny but this is my first and I felt like I was rushed through everything when I would of preferred her to sit down and explain everything. (I've been using this and Google to help with questions) plus the hospital she works out of is 45 mins from my home.... So idk I'm nevous about everything. Google says no but idk worry bee over here. So what I'm getting too.. What's people's opinion should I wait or since it could be for a uti should I just start it? Can a uti be harmful to the baby if I don't treat it right away?