Worried about taking the pill

So recently me and my boyfriend have been having unprotected sex quite a lot. He hasn’t cum in me or anything but obviously I’m still a bit worried. However when we had sex yesterday morning he said that he finished but he didn’t cum? I didn’t know that was a thing but I was like okayyy. Next Friday I’m due to start taking the pill. We were gonna wait until I was on it but we couldn’t wait any longer and he doesn’t want to where a condom. Im a bit apprehensive now about taking the pill as I kind of wanted to do a pregnancy test first to make sure I was all clear. If I start taking the pill and there’s a chance I am pregnant, should I be worried?