Period, Conception, and Follicular

What's the difference between the first day of your last period and the day of conception? Which one should I use to figure out my due date? What is the follicular cycle? Granted this app is pretty accurate when it comes to my cycle and I had sex it was day four of me being off my period, eight days from my fertile window, and a week into my Follicular Cycle, now I'm just worried that I am pregnant even though he didn't finish there, but never know about leakage.