left side pain Dr. says i might be having an ectopic pregnancy

so I am 4 weeks and 1 day and I was having pain on left side so I went to e.r just to make sure everything was ok. they did a vaginal ultrasound and because I'm only 4 weeks they could not see anything which they say it's normal. my hcg level is still rising but doctor told me I might be having an ectopic pregnancy, this is my first pregnancy and im so worried. He told me to see my on and get more lab work and ultrasound done. discharge papers says for to tell them to keep me an ectopic precaution. I'm so worried has this happen to anyone before?