You had unprotected sex. Of course you should worry about being pregnant. NEVER have unprotected sex unless you're okay with a pregnancy. Pulling out will not protect you from pregnancy.

The clear liquid that came out could have been vaginal lubrication.

Pre cum (I hate that word) Preejaculate is for lubrication so he begins producing it as soon as he becomes aroused. It may seep out, just a couple of drops at a time, before he enters you or it can seep out during intercourse. It doesn't matter how close he is to ejaculating. If he's erect, he can have it.
And preejaculate DOES contain sperm; very little, but enough to impregnante you. All it takes is one strong swimmer.

To take Emergency Contraception (if you don't want to get pregnant). Go to your local Planned Parenthood or pregnancy clinic- it may even be free, depending on your income. And by the way "the pull-out method" isn't really a method. : ) That's why I'm pregnant right now!!! And it's not as fun as you might think!