What Causes Bleeding After Taking Cliest?

I began taking Microgynon (the first type of birth control I have ever taken) on the first day of my period as instructed. since the end of the seemingly normal period I have experienced light bleeding every day. After about 19 days of this I realised I was coming close to the end of the pill packet and so went to see my GP. She put me on Cilest which I have been taking for 8 days now and I am still experiencing the same bleeding. My GP said it would stop after a few days! Should I continue taking Cilest or go back to the doctors - I'm worried and it's becoming very inconvinient.