Sex or No?

As a recent non-virgin to my boyfriend of 1 year, I'm still very scared of the whole sex thing. We've only had sex maybe a handful of times, yet Im scared of getting pregnant even though we take every precaution we can. And i'm scared of STD's even though both of us are totally clean and have never been with anyone else. 
My friends, who are way more experienced than me, are saying that if i'm not ready to be pregnant then I shouldn't be having sex. I like that connection I have with my boyfriend, and i don't really want to give it up, but are they right? Should I wait to have sex till the thought of being pregnant doesn't terrify me?