The pill is not like a course of antibiotics that you might have to complete. It basically prevents the eggs being released by your ovaries. If you miss a pill your normal hormones act as they otherwise would and so you would ovulate (release the egg). If the egg is released from the ovary it is making itself available to be fertilised - you could become pregnant. For more information see
http://www.patient.co.uk/showdoc/23068708/ for how the pill works.
Some women may find that it takes a while to conceive when they come off the pill, but others have no trouble.