Ultrasounds, gull stones and pregnancy

Tomorrow I am going for my first ever ultrasound. I took a pregnancy test a couple days ago and many of you on here said you saw a line. My doctor did blood work today but wants me to get an ultrasound tomorrow. They're doing an abdominal, pelvic and trans vaginal ultrasound
Just a couple of questions, does the trans vaginal one hurt at all and can it affect anything if you're pregnant? 
Also, my doctor thinks I may have gull stones, can this affect pregnancy as well?
Just super nervous, I've never experienced any of this before.