Follow the nurse's recommendations.
After you have a baby, you are not "regular" for a while- meaning you can be ovulating and have irregular "periods" without realizing that the ovulation occurred, which is the need for "back-up" for the first month.
In theory, the pill is "effective" immediately, but if you have sex tonight, ovulate today or tomorrow and then start a pill... you could still be pregnant. Remember that the pill prevents ovulation, but if ovulation occurs, you can get pregnant.
Your body chemistry will be "off" for a while as you are adjusting to the synthetic hormone, so use a back-up if the doctor has suggested it!