Period vs Early Pregnancy bleeding?

Before anything I want to make it clear I have tested in urine and blood and all came back negative. I also had my period it was on time and felt normal and it was a lot of blood. Now I do read a lot of stories about women getting false negatives, a period and still be pregnant. How is this possible? I assume the tests were done too early or for a rare reason don't show. But how can you hve a period while pregnant? Is it possible? Or is it a different bleeding? Will I be able to tell the difference? I am bloated now and suppose to have my next period next week so I am trying not to freak out by then. Thank you!