So confused, any ideas?? TTC baby #1

Claire
Hi ladies
I'm absolutely obsessed with reading all of your posts so thanks for putting them up :) 
I'm hoping you can help! 
We are trying to have our first baby, I've never been pregnant before always been on the pill. Came off the pill in January and gave it until April before starting really trying. My period had regulated itself and all was good!
I had a short 2 day period on 21st May which was a bit unusual as usually 3-4 days and I haven't had one since! Again, unusual as normally around the 31 day cycle. 
I tested on Saturday (2nd July) as I was about a week late and it was negative :( 
I am really tempted to test again but don't want to be disappointed. I have slightly painful boobs, did have headaches but not over the last week or so. The main thing I have now is a pain in my left side of my stomach. It feels like I've pulled something as every time I cough/sneeze it's a sharp pain. Plus I generally just feel bloated! 
Do I test again or shall I go to the doctors anyway and get it checked?? as if it's not early pregnancy something else could be wrong :( 
Thanks in advance ladies xx