No Baby today

Went to the doctors today, officially two weeks late. Got tested again and it was negative but was advised to come back in a week if AF didn't return and have a blood test done. Sadly, not even a couple hours after I got home, AF returned. I am so dissapointed. I never felt this bad before when I got my period. I feel like a cruel joke was just played on me, why would my body, which has never had a late period before, do this to me? My girlfriends tell me this is a good sign, my body is getting ready for a baby. I hope with all my heart that they are right.