I recently answered another question about this- Yes, it can happen, but no, it's not all that common. I got pregnant on the Mirena after having it in for aobut 4 years. I really liked having no periods and no mood swings. It seemed more effective, since there was no "forgetting" to take a pill. After having it in for about 4 years, I got a period completely out of the blue. I thought it was odd, but didn't think too much about it until about 3 months later. At that time, I started to get some unusual symptoms.....bouts of nausea and a feeling of "let down" in the breasts, like when you are nursing. I thought that was really odd, so I took a test. It was positive. Once the doctor's office confirmed, with blood tests, it was determined that the Mirena was embedded in my uterine tissue - REALLY embedded. The pregnancy ended up not being viable and the Mirena was surgically removed. I then thought about the random period, and think it was probably a miscarriage. The Mirena had been ineffective for at least 3-4 months. While in the early stages after finding out about the pregnancy, I had to have blood tests to check my hcg levels. I went in to two different doctor's office locations and the nurses had been talking about me - all freaking out because half (or over half) of the staff had the Mirena! The doctors and nurses had not had anyone get pregnant with it and this is in a fairly large city, so I know it's not a common problem.
I didn't have any weight gain at all with it in - and if it weren't for the pregnancy, I would still have it. Since that pregnancy, my husband has had a vasectomy, so I no longer have to think about birth control. You can check the string, to see if it seems to still be in place. I didn't check, but since the Mirena wasn't expelled, I'm not sure if ithe string would have given any indication it wasn't exactly where it should have been. Maybe wait another week and take another test? Or, call your doctor to see if there's another option for birth control that would make you more comfortale.
Good luck!