Could it be miscarriage?

I had my ultrasound at 5 weeks & days and saw my baby & the heartbeat. I had mild bleeding for a day, ended up going to the ER just to make sure everything was fine. They told me it was normal, but if I bleeded alot than that be an issue. They did ultrasound & my baby had a heart beat & it was fine. Next day I had doctor appointment & they also did ultrasound. They said baby was still tiny but saw the heartbeat. Today I went for ultrasound check up & there was nothing in my sac. Doctor said its possibility that I had a miscarriage 😳😔😭I was shocked. I have 3 boys & never had a miscarriage. I heard that there is alot of bleeding & its painful when a miscarriage happens. I told the doctor I would like to go back another week just to make sure. Anybody tell me what happens when there is a miscarriage?