I would to see if everything is ok
The difference that going to the hospital to get checked out will be to either give you peace of mind or some clarification on what is going on. If everything is fine then at least you will not stress.. If you are 5 weeks now that is a very early scan and it really wouldnt be uncommon for nothing to be seen so it may just end up increasing your stress levels as the scan is inconclusive.
If the pain is persistant I would go to get checked out... I agree with Petite tho it might not show anything as you are quite early... BUT you do want to find out where the source of the pain is coming from. The pain concerns me bc it could possibly be related to an ectopic pregnancy. I am keeping my fingers crossed for you!