Please Help, I'm really worried

Beatriz
So I'm currently 3 weeks pregnant, this is my very first pregnancy (and I don't really have much knowledge on what the norm is). I have been extremely worried because yesterday I started cramping bad (the majority of the pain is to my left side) and I woke up today with the same pain, it did not go away at ALL. I couldn't even sleep and I even started crying this morning around 5 because I was too uncomfortable.  My concern, however, is that last night I started bleeding and I am still bleeding now. It's heavy but not as heavy as I would be on my regular menstrual cycle. Should I be worried???? I saw my OB on Wednesday and he said pain and bleeding were normal as long as I wasn't filling a pad every hour.... please any advice or similar experience would help. This pregnancy is a really big deal to my family and I considering my husband and I struggled with infertility for over 3 years.