No, it is not likely for you to get pregnant on the IUD, but it is possible. Take a test, it can't hurt. I was on the Mirena IUD also for around 8 months and I hated it. I was bleeding half the time and had many of the same issues you mentioned; breast tenderness, moodiness, headaches... etc. Unfortunately, I also got a cyst while on it and two vaginal bacteriosis infections. I had never had a cyst or V.B. infection before. It was a nightmare for me!
Obviously this in not the case for many women who use the Mirena IUD. The whole reason I tried it was because I had a co-worker who adored hers and said it was the best birth control she had ever used. But its not for everyone.
Definitely take a pregnancy test, at least to ease your mind (I took 2 while I had my Mirena) and if see if your reaction to the Mirena improves before your annual exam. It may get better by then. If not, so be it. Do what feels right to you.
Good luck!
S.