First of all, the pill is not an effective form of birth control until AFTER you have completed the first cycle of them. That means that all the unprotected sex you've had this month has been TOTALLY unprotected - not just from STDs, but from pregnancy as well.
I'd stop having sex now, or I'd do it with a condom. Wait and see if your period comes; if it does not, your body generally doesn't make enough pregancy hormones to give an accurate test until two weeks after a missed period.
If you think you are genuinely pregnant, then go to your doctor. She will probably recommend that you stop taking the pill until you know whether you are pregnant or not. The pill will not abort your baby, but it can lead to significant developmental problems in a fetus.
I don't know whether this is nerves about sex and pregnancy, or an actual chance of pregnancy. If you are only three or so weeks pregnant, you won't be getting any 'signs' of pregnancy. The first sign that exists is missing periods. Morning sickness, breast tenderness, food cravings - those things are not instantly apparent. It's worth noting that many symptoms of pregnancy are also present during PMS.
Good luck.