Chemical Pregnancy

Hi, I'm about 4 weeks pregnant and I'm just wondering when the scare of chemical pregnancies go away? I keep reading all this stuff about how a chemical pregnancy can happen and you wake up one morning and you're just not pregnant anymore? So scary. This is my first time ever having a positive test, and my husband and I conceived the first month we tried, and it's shocking to both of us that it happened so fast. We feel so unprepared.