Sex without a condom while on the pill

So I've been on birth control for about two weeks now. My doctor said that if I start my pill on the first day of my period, which I did, that I am protected from week one. I had sex with out a condom for the first time today and we also used the pull out method. I know that there is no chance I could be pregnant but for some reason I still have that paranoia! Does anyone else have this issue?