ER visit

Last night at work I started bleeding.. 1st time all pregnancy. currently 10+2. they did an ultrasound and baby was fine with a heartbeat, but i was wondering why I was bleeding.. the doctor didn't give me an explanation. i do have a small uti so now on antibiotics. on my discharge papers the diagnosis was "threatened miscarriage"... now I'm freaking out! did this happen to anyone else and what happened?