I want to take diane pills and its my first time....

is it ok to take OCP pills ( diane ) at the third day of period ?
yes its ok , but you should avoid sexual intercourse in th first 7 days after start taking the pills in this month ( not needed in next month 
How to use OCP ?
1. consult an OBGYN doctor to choose the best medication for you
2. OCP medication used by the first day of period , and its usually should be used for first 21 days of your period or as instructions 
3. you should take the pill in the same time every day 
- in case of forgeting 1 dose , take it as soon as possible , unless its almost the next dose time , then take double dose 

What are OCP medications side effect ?
1. period irrgularties
2. headache 
3. changes in mood 
4. abdominal pain
5. nausea and vomiting
6. general weakness
7. breast pain