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In a regular menstrual cycle of 28 days ovulation generally occurs on the 14th day of menstrual period.
One can become pregnant due to intercourse done on or around the day of ovulation.
Thus first day of menstrual period is safe regarding pregnancy
Bleeding may be light during menstrual period sometimes.
As chance of pregnancy due to sex on first day, are almost nil, you should not worry.
Please avoid unprotected sex in future.
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