My period was 2 days late

He finished in you, so there is always a possibility of becoming pregnant. The best thing to do is take a test. Your cycle is late, that is the first indication of pregnancy....there are other factors that can cause your period to be late as well....take a test, and go from there.

Well i started but we wondered since i was late and because we did it so close to my period, that is there a chance that the fertilized egg could have attached itself to the uterus before i starte

Thats pretty unlikely, although I guess it is possible. But I dont think the hormones will allow the period to start if you are pregnant. Also if the period is started, whatever egg is attached anywhere would be flushed out.

Its most likely that you were late for some other reason, stress, various OTHER feminine issues, most of which arent that scary.

You cycle will age as you get older, you will have other scary moments like this in the future.

Just have safe sex, tell your BF its not an option anymore. Its not worth it if you dont want a baby. Theres plenty of safe sex options, some are more creative than others. FInd something that works for both of you besides what you did. Even a plain old condom is better than worrying about being pregnant.