Periods with an IUD

Just got my Mirena IUD about a month ago got my first period I think. I had some really intense puke worthy cramps so I went to the bathroom and found I had started my period. I spent the entire night rolling around with those cramps not getting any sleep. By morning I'm done bleeding and I have no more cramps. Has this happened with anyone else? What happens to you if you have any IUD? Please tell me so I get a little more information on this!