There are many reasons why a period can be delayed, for example weight loss or gain, over exercising, not eating enough, eating too much or stress. Worrying about being pregnant can also cause a period to be delayed. Try not worrying about it for a couple of weeks and if your period still hasn't come, see your doctor and explain your worries. Skipped periods happen to a lot of people for a whole variety of reasons, so try not to worry about it for a few weeks.
I don't know about whether it would be too early to test for pregnancy, but if you do go and see your doctor again in a couple of weeks I am sure he/she would be able to reassure you or find out the cause.
All the best and try not to worry! =)
~Arguia