miscarriage protocol?

Elizabeth
I got an IUD January 4th. I started my period 8 days ago but it didn't stop and then tonight I went to wipe and noticed a fleshy thing on the toilet paper. Upon further inspection and some googling, it was consistent with a 6 week old fetus, meaning I was pregnant when I got my IUD but it was too early for anything to show up I guess. I took a pregnancy test to confirm and I got a very very faint line that you can barely see unless you hold it under the right light. But still, it's positive. 
What's the protocol for this? Do I need to call a doctor? Do I need to list it as a prior pregnancy from now on? Does it count if I didn't know and it was thing early on?