Loss?

So it was week 3 of my cycle and something just didn't feel right. I had all the early signs of pregnancy except for spotting. I guess they vary for everyone so I figured that just might not happen. It should be known, I am not trying. I only have a year of university left. Now is not the time to try and raise a baby... however, I had accepted the possible future and was excited about raising him/her with my amazing boyfriend. My period was late and I was ecstatic and scared. I finally got it 5 days late, and now I feel as though I've lost something. How can you lose something that was never yours to begin with? Has anyone else had this happen them? My boyfriend is trying to be supportive, but he's at a loss on how to comfort me, too. Plus, now I've got baby fever like nobody's business!