I just had my period, so in the moment I thought it would be fine, now I am paranoid. Should I tell him, or wait it out?
What Iffy said is true. You CAN become pregnant at any time of your cycle. (But the week before and after your period are decidedly less likely times.)
What are you going to tell him, that you had sex? I think he knows. You are just going to have to wait.
(Note that skipping your period also does NOT necessarily mean that you are pregnant. Stress, worry and other things can cause you to skip. IF you skip take a test, either a home test or visit a Planned Parenthood clinic for an (often free) test. At 16 everything should be totally confidential (depending on your state).
And next time tell Romeo that if he doesn't use protection he can go somewhere else.
Take care of yourself, and
You can get pregnant any time you have sex, even if you're on your period or if you just finished it.
I think you should wait it out so you don't cause unneeded stress. Just take this as a lesson to not lie about something so important again.