Is it possible for a pregnancy test to be wrong?

I am 30 will be 31 in sept. Been TTC for 2 months (i know its not long) I have PCOS and i dont even know where to really begin. I have no idea how to test CM or my temp. Is that something i should already be doing?? I only got my period once on my own since coming off the pill in June. I have PCOS with VERY irregular periods. Lake time i tried to come off the pill i did not get it for 8 months. At the time i was not TTC, but i guess you can say thats why im nervous. Im so confused with all these things you need to do.

I took a test this month bc i am late, i have been nauseas, and have heartburn but the test said not pregnant.

I would appreciate any advice. Thanks :)