a little TMI.... what is happening????

okay ladies, i am needing to know if this has happened to any of you before.

i got AF 9 days early, which is NOT usual for me at all, i kinda suspected i was pregnant, food cravings, intense smell, sore breast, and very strong veins going through my breast, slight cramps, and some sickness, all things that aren't the norm for me. any way, i was worried i was having a miscarriage, i went to the store, and bought a pregnancy test that came back positive, AF wasn't like implantation bleeding it was heavy with a few clots here and there. I went to the doctor to confirm and what do you know, i wasn't miscarrying and i am in fact pregnant. has this happened to anyone else where you were bleeding heavy (mind you i started 9 days early which is not normal for me) but still were pregnant???? I am still trying to wrap my brain around how a little fetus can live through all that bleeding?