What if you don't have a pad or tampon when you start your period?

Presumably you have no access to any menstrual products: tampons, pads, cups, etc. in which case the first option would be to buy yourself some supplies. In some places they will provide free tampons, if in public ask someone else for what you need, and if you're in school try asking a teacher or school nurse. If there's no way to get supplies just use tissue paper or cloth as makeshift pad.

If you are in a public place, usually bathroom have machines where you can buy pads or tampons. If you are not in a public place, but do have acess to a bathroom, a good subsitute is to just make a pad out of tissue paper. If you aren't near a bathroom you can always do the ol' 'covering up incase I leak' trick by tying a sweatshirt or jacket arounf your waist.