How's it possible?

I have heard a few woman say that they were pregnant and still had their periods, how did you or when did you take a test to find out you were pregnant despite having a cycle every month? Just curious as to how this is possible. I'm feeling defeated in my journey to conceive but maybe there is still hope. I know every woman's body is different and unique in her own way so answers will vary and maybe I'm even crazy for thinking I'll be one of those cases where I have a cycle but I need any little piece of hope I can get right now.