There are a couple ways to start the ocp. The first method is to wait for your next menstrual cycle. In doing so, you can wait until the Sunday, or start on any one of the days. Many of the packages will allow you to adjust the labeling so that you do not get confused by the labeled day versus the actual day. The other option is to not wait for your menstrual cycle. In this event, you should take a pregnancy test to confirm you are not pregnant. Again, you may start on a Sunday, or adjust the labeling.
If you start during a menstrual cycle, you are required to use backup contraception for the first week. If you start in the middle cycle, use backup contraception for at least a month. To be safe, I usually recommend backup contraception for the first month.