That has happened to me too...On the pill and no period...
And no I am not pregnant and wasn't. The pill made me feel real pregnant it can give you the symptoms...Like sore boobs, cramping stomach/abdomin, headaches, change in taste, nausea, etc. I had all those symptoms.
Most of the time if you are taking the pill and don't miss any you won't get pregnant. There are really slim chances. Also, for the first few years you take the pill it can mess with your periods, i've been told by my family who are all nurses. Like they can be heavy at first but it gradually gets lighter and sometimes you won't have a period...
I would suggest though asking your doctor about it if you are really worried because he's/she's the only one that can tell you for sure