I'm 18 and almost to the brown pills of my first month of the pil...

I'm 18 and almost to the brown pills of my first month of the pills.I'm ok with the pill,it has been better then the other BC i have taking, but i do have stomach pain,headaches more often,and i have stared my period last Thurs. and have not got off yet and i haven't even reached thee brown pills yet.One side effect that i have been having that has been bugging really bad is nightmares every night about the ppl i love,when i never use to dream at all..... I don't know if i should stick with pill or not...?