I didn't have quite the same experience as I didn't go onto the pill, but my first AF after baby was horrendously heavy. It returned with vengeance about 6 weeks after I had fully finished breastfeeding.
The first lasted for about 14 days and for the first 5 was massively heavy, I was using 'super' protection and having to change hourly, even had to set my alarm to wake me up overnight to change several times!
If it is happening with the pill and there is pain though I would go get it checked. I didn't have pain as such, just that awful feeling that your insides are falling out as it's so heavy!
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