What you're describing sounds like the very common wave of emotions that accompany most peoples' first sexual experience, complicated and amplified by your struggles with mental health. Let's take it point by point.
First, your fear of pregnancy is completely normal and understandable. I am not an expert in sexual or women's health, but from what little I do know, I know that the pill, when taken properly, is an extremely effective form of birth control. If you continue to be worried about it over the coming weeks, you can take a pregnancy test a week after your missed period to calm your fears.
Next, sex can be an anxiety-inducing topic even for those of us without GAD, so it's no wonder that this complicated mix of questions about desire, intimacy, relationships, morality, and the body have sent your anxiety into overdrive. You are under no obligation to have any sex ever again if you wish, but be kind to yourself and remember that this is a very complicated aspect of being human that takes many people a long time to get really comfortable with.
Antidepressants and the question of libido can complicate things, and sexual side-effects are best discussed with your prescribing doctor. Be honest about this new development in your life, and your concerns about how the medication may interfere with that. Sex is a normal, natural part of life so it is perfectly reasonable to discuss how to make sure your medication doesn't cause trouble in this aspect, just like you would for your appetite or your sleep.
You say you're in a relationship for the first time–this can also be tricky, but any partner worth their salt will be open and respectful when listening to your thoughts and concerns about sex, especially considering that you are new to this experience.
Finally, traditional and strict upbringings may give us confusing signals about how to process our feelings and the shame that comes with it. It is great that you are able to talk openly with your mother, but it's totally okay to not feel like you can come to her with these questions! Even in less traditional households, children prefer not to discuss sex with their parents for obvious reasons. It's nothing to be ashamed of.
I know I've thrown a lot of information at you here but most importantly please remember to take care of yourself, be honest with your partner, and remember the dignity and respect you deserve.