Its My First Time On The Pill And Ive Just

its my first time on the pill and ive just finished my first set of pills (not the full box) just the 21 days one and after when you have finished that you stop for a week to have your period then start a new pack? but its been 2/3 days since ive finished them and a havent had my period yet. is that normal? are there any side affects to the pill?