Many infections, including most STIs, take time to get a foot hold in the body after infecting it. This time is described in two ways: the latent interval is the time it takes an infected person to become infectious (i.e. to be able to pass on the disease); the incubation period is the time it takes for symptoms to appear.
If, as is often the case, the latent interval is shorter than the incubation period, you can pass on STIs without even knowing you've got them. (HIV is the most important example of this: infection with the human immunodeficiency virus is effectively asymptomatic - you don't know you've got it - until the transition to AIDS.)
Some STIs can also be transmitted without sexual intercourse, and merely by close contact - two example are crabs and scabies, but both can be easily cured by visiting your GP or GUM clinic.
For the reasons above, it is essential for sexually active people to get regular check-ups at a sexual health clinic. These clinics are totally free and completely confidential.
While waiting for STI test results can be really scary, knowing you have nothing is a really empowering feeling. Alternatively, knowing what you do have enables you to make informed decisions about your sex life, and protect the people you sleep with. Some STIs are often cured by taking a quick burst of antibiotics, so it's better to have a check-up and be sure than to choose to live in ignorance.