Does everyone loose there mucus plug?

This is my third pregnancy I'm exactly 38 weeks and with my first I woke up at exactly 39 weeks lost my mucus plug and went straight into labour and had her the next morning. With my second I was induced so I didnt loose my mucus plug just my waters.

My question is has anyone not lost there mucus plug and gone straight into labour? I been having pains all afternoon and unsure if it's the real thing