You will have to worry when your first night falls on the day when she is fertile. Unprotected sex during fertile days, will result in pregnancy. But since you are hell bent on using condoms, go for an emergency contraceptive. But don't over use emergency pills. They cause severe hormonal imbalances in woman, which migth affect their periods, pregnancy and some other issues.
For proceeding futher, ask your future wife to tell you her period days. 5days before and after the periods including the perios days are infertile days and unprotected sex doesn't cause pregnancy. Rest days, they are fertile. Do the math and proceed.
On a different note, do you think having sex the very first night is gonna be possible. With the fatigue after the marriage catching up and the initial shyness, if yours is an arranged one, having sex on the very first night might be a bit hard. If its a love marriage where in you guys have had sex in the past, the feeling of 'newness' doesn't easily get dissolved. So try to keep these in your mind when taking a step forward.
Pull-out methods aren't 100% safe. This very forum has been flooded with numerous questions on pregnancies by adopting the pull-out method. The problem is that even a single drop of semen is sufficient to impregnate a woman, so its not safe to go for those methods. So using emergency pills every time puts the woman's health at ris as said earlier. So act accordingly.