Birth Control

I didn't start taking birth control pills during my period, are you supposed to? When I got them, the doctor didn't say anything about needing to start while on a period but I've been hearing some stuff about it and I'm wondering if it causes problems that I just started as soon as I could instead of when my period started ... ? Did my doctor just forget to tell me that or something? What should I do if I am supposed to but I'm halfway through my current pack?