How can a BFP lead to a chemical pregnancy?

Hi ladies! This is my first month TTC officially and I've seen a lot of posts and comments about girls that had thei BFP and then found out they had chemical pregnancy. Do you know what leads to that? I mean, what could happen that could possible "make" the pregnancy be chemical..? I'm sorry if the question sounds stupid. And thank you SO much in advance. Baby dust to all you beautiful gurls 💗😘