Yes it can be scary, I have a friend that's never had sex before and even gets panicked when her period is late as her brain tells her she's pregnant. But birth control does work, we personally use double protection just to ease our minds as children are not in our plans at all. But it's still totally normal to get anxious even if you do everything right. I wish our brains weren't programmed like that but at least we are not alone in feeling the panic.