All the gear but no baby

I went in for my first appointment and was devastated to find out that there was no baby inside of the sac. My docotor said that it would either be that I'm just too early or that I lost the baby. I go back next week to confirm. Has this happen to any of you? I think I should be 8 weeks. I also have two kids already and have never had even a slight problem. I was toy shocked! Did it turn out that there was a baby? If I am going to miscarry what can I expect? I haven't had any bleeding or spotting yet. Thanks for you help!