Yes it is possible to get pregnant even if you have never had your period before. Typically girls will get their period around the age of 12, though you could be anywhere up to 16 or 17 years old before it starts. Nonetheless, you are in a period in your life where your body is changing and hormones are pumping through your body making those changes. You never know when your period is about to start, but nonetheless you can still get pregnant before it, during it and even just after your first period.
You can read more about it here (I personally have found this a really useful site): www.nhs.uk/chq/pages/981.aspx?cat ... If you don't want to become pregnant (which I assume you don't) then it is best to ALWAYS use at least one form of contraception. Personally I'd recommend using two - one hormonal like the pill, and one physical like a condom. The benefit to using a condom is that it helps protect against sexually transmitted diseases including HIV (and subsequently AIDs).