I found out at 3+5. I had very light spotting for about 3 weeks. My first appt was 7+2(IIRC). I was terrified the doc was going to ask why I even thought I was pregnant. She pulled out a little bedside US and found the little bean and it became real. I had a trans-vaginal US same day and got to hear the heartbeat. Then I had to wait 6 weeks for another appointment. I knew I shouldn't stress, but honestly, I think it's impossible not to. It's not like we can just look inside our belly and confirm everything is okay. I had another appointment last week. Before hand I was so nervous something was wrong. When the nurse was trying to find the heartbeat with the doppler I literally had a nervous laughter fit, which only made it harder for her to find it. I'm slowly starting to show. And I'm finally calming down. The worry may never go away, but at least for me it's gotten a lot better over time.
It's okay to be nervous and stressed. I think everyone goes through it to an extent in pregnancy. It's something completely new and such a surreal experience. Try to stay distracted/occupied with other activities if you're feeling well enough. For me, even though I was worried something was wrong, I still enjoyed planning and researching for baby with my free time.