No sac at 4 1/2 week sono

Amanda
I had my first ob appt last night.  I initially had set up the appt because I was due for my annual exam and I wanted to talk to him about getting pregnant since my husband and I have been trying for 5 months with no success.  WELL, Monday night I got my BFP and I couldn't believe it I was in such shock- so my annual appointment became my first pregnancy appt!! However when they did their test the line was very faint and so they did blood work and did a sonogram to see if they saw a sac.  Well they didn't see anything accept thickened uterine lining and a cyst over my ovary which is apparently normal and how your body releases progesterone to form the placenta. Based on my last period I should be 4-5 weeks pregnant but I gave PCOS so my cycles are longer than average... My doctor said it very well might just be too early to see anything yet and to not worry yet... Easier said then done as it's all I can think about - I went from the super high of omg I'm finally pregnant to omg what if I'm not really?  Has this happened to anyone else?  Is the fact that the cyst over my ovary that produces the progesterone a better sign then if there was just a thickened lining? Or does that happen every month? Trying to remain calm and positive until my appointment next week when  he does another ultrasound and more blood work - but I'm just so nervous.😕