bleeding, five weeks (TMI)

so, I went to the hospital yesterday. first time pregnant. was trying for 7 months. was so truly happy. 
I started bleeding an hour before getting to the hospital, bled once before I got there then again once I was there. wasn't much at all but I didn't wanna take the chance. they ended up telling me threatened miscarriage. 
and after the pelvic exam it's been bad. I know I'm miscarrying... the bleeding got worse once I left the hospital. they said to come back tomorrow to check my HCG levels but I feel it's pointless. I rather take the heartbreak and just let it be. I don't wanna move. don't wanna leave my house. just don't wanna do anything. 
is there anything I should know? will anything bad happen if I don't go to the hospital? and how long until I can start trying again? will I have high chances of miscarrying my second time pregnant? idk I'm so lost. so hurt. so scared.