First Ultrasound and saw nothing!

I went for my first appointment today since my last period was June 11. I had taken pregnancy tests throughout much of June and July then decided I wasn't pregnant and just irregular again. I then tested this past Sunday and it was positive. It even picked up on a digital. So I called and they said they wanted me in asap because according to my LMP I was 8 weeks! I knew i would be earlier than that, but today when I went in they did a urine test, that was positive so then they did an ultrasound which showed nothing. My doctor was very nice and said sometimes it's just too early to see anything and that my urine test was positive but not a super dark positive so she thinks I'm still only around 4 weeks.

They took blood work and scheduled me to come back on Wednesday to have another Ultrasound which will hopefully show something!!!

Has anyone else been through this? My doctor reassured me everything is normal but still it worries me not seeing anything.