Early ultrasound question 🙋🏻‍♀️

Hi everyone! I got a BFP on Saturday. I called my OBGYN to draw Hcg and progesterone levels (I needed extra progesterone with my first pregnancy) and they want to do an early ultrasound because my LMP was 4/25. I know I am not far along in my pregnancy considering I got a peak opk on 5/29 and a BFP on 6/8. I actually took a pregnancy test multiple times in May due to other situations and all were negative. I told the nurse this and she really didn’t say anything other than they want to do an early ultrasound to confirm the pregnancy.

I guess my question is what am I even going to see? She thinks we’ll see a baby. I’m thinking not 😂 Has anyone ever dealt with this before? I’m not sure how to move forward so if you have any thoughts let me know! I’m worried going early and seeing nothing is going to stress me out.