Should The Active Contraceptive Pills Be Continued During Menstruation?

Hi! im 25 years old an just started on lo-loestrin birth control pills this past month. I still have 6 (active) blue pills left in my pack, yet i got my period when i still had 6 active pills left. Just wondering if i should be concerned? as well as should i keep taking my active pills? does this mean the contraceptive is not working and i should refrain for sexual intercourse as well?