First of all, let me inform you that it is good to have a premarital check up by an experienced gynaecologist who can ask you relevant history, past medical history, family history and counsel you regarding appropriate contraceptives across the table, as well as inform you regarding safe sex and prevention of sexually transmitted diseases etc.
Oral contraceptive pills (21 day course) are started from day 3 of the menstrual cycle, taken 1 pill daily at night (+/- 2 hours at about same time). One usually gets menses 2 days after stopping the pills; sometimes can be delayed by 10 days. Do not start second pack if you have not had menses, and make sure you have not conceived (as a result of failure).
Main contraindications for pills are undiagnosed abnormal vaginal bleeding, heart disease, diabetes mellitus, active liver disease, deep vein thrombosis (even in past), epilepsy, stroke in the past, or treatment for breast cancer. Relative contraindications are history of depression in the past, migraine.
Common side effects are weight gain (less with the newer formulations), nausea, headache and bloating sensation. Rare side effects are deep vein thrombosis, mesenteric thrombosis (severe abdominal pain), visual problems.
Please consult a gynaecologist immediately for complete evaluation and advice.