Not-bleeding is never a problem

- well, not one doctors worry about anyway. Bleeding too much or erratically, is!
What estrogen dose are you on? Usually, when this happens, you are not on enough estrogen. Without enough estrogen, there isn't much build up happening of the endometrium so there is nothing to shed. Meanwhile, the progesterone is relatively a lot so is also keeping the endometrium down.
You might want to consider increasing your estrogen, but if you are only just starting and on your first month, probably want to go slowly with this.