Too early for the Ultrasound to pick up the baby ?

Has anyone ever gone to the doctors and there’s been “no baby” but it was just because it was too early to see anything and then went back for a recheck and everything was fine ? I got a positive pregnancy test on Sunday but 2 weeks ago it was negative and my hcg levels are low, I haven’t had any bleeding or have passed anything , they did mention I do have a cyst that they see commonly in early pregnancy but that’s about it so they want me to come back on Thursday to check my levels again because they believe I’m just too early and then determine when to return for a new ultrasound... I’m just kind of freaking out and would really like to hear if something similar happened to any of you moms out there??