There is a small chance you could affect your milk supply taking it too early - "For most mothers, progestin-only forms of contraception do not cause problems with milk supply if started after the 6th-8th week postpartum and if given at normal doses. However, there are many reports (most anecdotal but nevertheless worth paying attention to) that some women do experience supply problems with these pills, so if you choose this method you still need to proceed with some caution." - kellymom
You need to wait till you have a period if you want it to be effective straight away. If you are taking it midcycle (or don't have a cycle) then it is officially not effective as a birth control for 7 days. The specific instructions about this should be on the leaflet that comes in the pack (just incase I'm wrong!)