First appt was awful

Just came out of my first appointment. I was supposed to be 8.4 weeks, and no sign of a baby whatsoever. My OB said its either way too early or there's something wrong. This was my worst fear going into this appointment and any hope that I had before is pretty much gone.  I just want to curl up in a ball and cry. 
If I go by when I got my first faint positive I'm maybe 3 weeks along at best, but right now I just am so defeated and my heart aches.