Miscarriage?

Last month I had all the symptoms of early pregnancy...bloating, farting, exhaustion, bache ache, late period...except a positive pregnancy test.  I found out now that I was using a test that required double the hCG (clear blue digital).  I am typically very regular with my period but this time I was 5 days late and when I finally started it was very different that I have every had.  Very very heavy and extremely painful for 2 days and then almost nonexistent.  I stopped taking my pill at the start of April and have been trying to conceive since then.  My question is was all of this my body trying to adapt to not being on the pill or could I have had an early miscarriage?  I'm concerned if I did have a miscarriage about what I can do so this doesn't happen again in the future!  If I workout daily for about an hour or two could this be the culprit?  Do I need to change my exercising or other habits?