My girlfriend and I had never had sex before and last month she told me she missed her period due to changing birth control... well about a week ago we had sex for the first time and she missed this months period... she said it should have happened 4 days ago and it hasn't... thats 2 missed periods... she takes her birth control when she is supposed to and we used a condom... should I be worried that she is pregnant?

Switching birth control, even when using it properly, can increase the odds of pregnancy. Switching can also throw her cycle off for several months. Basically, only time will tell but if she suspects pregnancy, she should stop taking BCP as a precaution for the baby's health.
Has she taken a pregnancy test?