Can I get pregnant when I am on Birth control pills? Any harm to my baby?

I wasn't getting my period for a year when I started my under-grad. Then I went on birth control pill for a year (Apri and Micro G). Then I stopped taking the pill but I was so irregular and evntually I stopped getting my period. After 6 months I got married, I went back on birth control pill again, this time for protection as well as well being healthy and be able to get pregnant one day. My doctor told me I have a high chance of getting pregnant right coming off it. This time I am taking Yasmin. I feel I might be pregnant, I am getting my period though. Is this possible? Any harm to the baby? Can OTC tests show it?