Help! Concerned FTM

So I just left the doctors office and they told me my baby is measuring very small. I'm 33 weeks and I'm in the 13th percentile which is cutting it close from what I gathered. They told me I was 2 weeks behind and there could be some complications. I'm so scared and worried now that something maybe wrong they want me to come every week now and I may have to deliver early if she doesn't start to pick up growth. I also have to do a non stress test to make sure that blood flow is going to the umbilical cord... Should I be worried???! Did anyone else's baby measure small? I've gained about 15lbs and I workout but the doc said me working out wouldn't cause her to measure small. I broke down and cried as soon as I left 😥