Bleeding but still pregnant?

A friend told me it's common to still bleed like you're having a period while pregnant..She had a "period" for 3 months when she was pregnant with one of her boys. I feel pregnant and today my period came on, two days late. Not sure what to do :/ should I wait until next week to test? I got a bfn this morning but it took me weeks to get a positive read with my first pregnancy. Should I wait to see if my period comes on again next month?