Well, I had sex for the first time 4 days ago, I have not been getting my period for the last 3 mo the because I do 'excessive excercise' and my body is not able to have its period because I train too much, when I had sex for the first time it was unexpected so it
Was unprotected, which I regret, he pulled out, but I'm not sure if I am pregnant, or if I could even get pregnant since my body can't even get its period anymore? (im under 20)

ANY time you have penile insertion there is the risk of pregnancy. The question here is WHY you are not having a period. Your period occurs because the uterine wall develops a lining to nourish a fertilized egg. If no fertilized egg to the wall, the lining is flushed for the next cycle. If your uterine wall is not developing a lining because of the training then its unlikely an egg, even fertilized can attach.

Have you discussed the lack of a period with your doctor?