New to birth control pills

So I was on depo for about 6 months and I didn’t like how I was always cramping and bleeding all the time so I switched. I just got my prescription today for the pills and my depo shot runs out tomorrow. So do I start taking the pills tomorrow? Or do I wait? And do I just pick a time to start taking them? And I heard u should use protection for a little bit after you start taking the pills. I already use protection anyway. But do you think I will be fine? I need to know by tomorrow 11/10/20