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The pain is common after first intercourse.As you had sex during periods , that would aggravate the pain.If you have pain in future instances also then you should consider seeing doctor.
There are no chances of getting pregnant because you had sex during your periods.
You have taken unwanted pill unnecessarily , as there were no chances of pregnancy
I advise you to practice alternate methods of contraception
like barrier method , calender method and avoid taking unwanted pill .