Birth control , Pill method.

Soo I've been on the pill for the past 1 month and day. And I got my period during the white " sugar pill" which is normal. But I was given these due to PCOS, my periods are always late and very painful. I would have cramps when I would go to the bathroom and wasn't able to go. And I would cry because they were so painful. And this time, it shocked me that weren't as bad. Since yesterday was Sunday, I opened my new 28 pack of birth control and took my first blue pill from THAT Pack. I felt sick after 1 hour and woke up feeling like throwing up. I ate 4 hours prior but nothing after 5 pm which is when I take my pill. I still have my period but with these pills I felt so sick in the beginning. I just wanna make sure this is normal and how do I manage? I am sexually active but I'm safe and gotten my period. My doctor told me to reach her if any complications happened but when do I know is when to reach her, ? I'm also 19.