When starting a hormonal birth control (pills, the patch, the ring, Depo, the implant or a hormonal IUD) with the intent for pregnancy protection, it’s best to either use a backup form of birth control (like a condom) or totally hold off on having sex for a week. It can take a little time for the medication to warm up, so to speak. 

It is possible to have immediate efficacy with birth control but it depends on where you are in your cycle. If you are looking for immediate protection you should talk with your doctor to make sure things have been timed appropriately. Otherwise you should be covered if you wait a week.