I can fully understand your worry. I have a 2 year old daughter and just yesterday found out i am expecting our second baby! However, even though i have one healthy daughter i am still scared of everything!! And i work in the medical profession so you would think i would be more relaxed...no!
I had a very difficult labour and delivery last time and am scared that this will happen again. However, i know i will be monitored more this time and have faith that my colleagues can do a brilliant job and save me again!!
I think it is completely natural to worry. My sister in law has just experienced the same as your friend and went to her first scan and was told the baby had no heartbeat...however, she admits there were signs that this was not normal as she also has a 2 year old son and knows what a pregnancy feels like. If you are well and you are not bleeding etc i am sure all is fine. Just yu wait til you see that little bundle hopping around in there!! I didn't realise last time that what i was feeling was the baby moving until i saw it on the scan and could associate the "feeling" with seeing the baby move, it was a magical moment and one i will never forget.
Personally i love my fetal heart rate monitor and used it all the time with my last pregnancy. I found it so reassuring but once the baby was moving regularly i found i didn't need it so much. I first heard her at 11 weeks and still have it as a ring tone on my mobile!! It is such an amazing experience and one you can share with your partner. However, i have let it to some friends who get so caught up with monitoring the heart rate and sooooo worried when they can't find it on the odd occassion because bubs is hiding, they gave it back to me!!
I understand your worry and it is only natural to worry but pregnancy is such a wonderful experience, try to enjoy it as all to soon you will be missing that bump!1
Best of luck, keep positive, everything sounds just fine.x