I was in your shoes. While researching everything related to conception and pregnancy, I found a WONDERFUL resource: a book called Taking Charge of Your Fertility by Toni Weschler. It is available online and at every bookstore, so I'm sure you can find it at your local library, as well. Pregnancy tests are designed to react to a hormone (hcg) that is produced by a placenta, which does not form until implantation has occurred (7-10 days after ovulation). It's been a long time since I've read the book, but I seem to remember the only reasons for false positives are (1) if you are taking a fertility drug that includes hcg (your doctor would tell you) or (2) if you have a molar pregnancy (a "rare" condition where the body "thinks" it is pregnant, but no embryo was formed...your doctor can tell with a sonogram, or will suspect if no embryonic heartbeat can be found around 8-12 weeks). Far more common is the false negative, where there is not enough hcg excreted in the urine to trigger a "positive" result with the test. The reason for the suggestions to use "first morning urine" is because that is generally when the urine is most concentrated (theoretically it is the longest interval of time you go without urinating). As the pregnancy progresses and hcg levels increase, you can have a positive result at any time of day!
My advice to you, therefore, is to get informed (I wonder why TCYF isn't required reading for every female!), and buy pregnancy tests based on your personal finances, patience level and emotional needs! You have to weigh your own desire to know against how it may affect you to have a false negative reading, and whether or not you can afford $1/test to satisfy your curiosity! I had several false negatives when I was pregnant with my first and an immediate positive with the second pregnancy. If you do not have a period and continue to suspect pregnancy, do see your doctor. Some people can carry a pregnancy to term and never get a positive test result from a urine test (the doctor's office can perform a blood test, which is more accurate...but also more invasive and expensive, so not the first choice of action!)
If you are not pregnant this month, I highly recommend reading Taking Charge of Your Fertility and beginning to chart your basal temperature (sounds scary, but it just means that you'll take your temperature first thing when you wake up every morning with a thermometer that is capable of giving you a reading to at least a tenth of a degree). Your temperature will tell you a lot about when (and if) you are ovulating, and is sometimes the first confirmation of a pregnancy (with my first, my temperature readings indicated pregnancy days before I had a positive urine test). Unfortunately you have to know your personal "normal" temperature upon waking before you can compare your current temp, so unless you've been charting your temp, you'll have to wait for your next cycle to be able to use it as an indicator (you can begin taking your temperature now, it just won't tell you if you're already pregnant...but there is no harm in doing it).
All the best to you!