I found out when I was almost 6 weeks pregnant and I went right away to find a doctor and started prenatal vitamins. I had my first prenatal at 9 weeks but that was to talk about what I wanted for this pregnancy and did a pap smear. The next appointment was at 12 weeks where he listened to the baby's heart beat. They don't take you right the moment you get a doctor. They wait till your to second trimester for the the first appointment unless your high risk or don't know your due date and will do a early ultrasound so see how far a long you are
I just saw my doctor and had an ultrasound yesterday. It's suppose to be an 8 week scan to make sure the heart beat is strong and check the length of the baby. Mine was a little small so they adjusted my due date. The 12 week ultrasound is optional they said. It's to check the amount of fat on the back of babies neck and get extra bloodwork if you choose to do a down syndrome check.
Call right away, they will give you prenatal vitamins, information about pregnancy, take your measurements etc. Then they will probably schedule a follow up appointment around 8 weeks for your first ultrasound