No, there is no need to worry. Periods can often begin as late as 4 days into the sugar pills, and don't usually even start until the second day of taking them. Keep on your schedule and start taking your birth control again after the 7 days, as normal.
If you're just starting on birth control pills, it is common to have strangely-timed periods. If you have had unprotected sex recently you may want to purchase a home pregnancy test just to alleviate some of your worrying, which can delay periods on its own. I would wait a few more days though.
I would not be concerned especially if you have just started taking birth control. It takes your body a couple months to get used to the pills and get on a regular cycle. The women I know don't start their period immediately upon starting the sugar pills, but you should definitely talk to your doctor.
Generally, this is no cause for concern. It is perfectly normal for a woman to have some variance in her periods. Also, if you have only recently started using birth control, it will also change things. Regardless, such a short delay is nothing about which to be concerned. Should you miss an entire month, then you should consult your gynecologist.