Taking a test

I know they say that the first morning wee is the best and that's when you should take a pregnancy test but I could t help myself I'm 5 days late and have just taken a test it came back saying I wasn't pregnant. 
I am never late iv always been regular but now I'm thinking is my cycle still messed up from having a miscarriage in January. 
My question is has anyone taken a test that's not your first wee in the morning come back not pregnant but done one in the morning and says you are?