I've heard women getting a menstrual cycle & pregnant. how rare is that?

Not so rare: that any obstetrician/gynecologist in private practice would not see this happen a few times during their career.

Exceptionally rare: This is so uncommon there aren't reliable statistics. It is possible to ovulate during your period or right after, if your cycles are very irregular. So your best bet is to always utilize birth control.

Easy to be confused: Its not physiologically possible to get a bona fide menstrual period while you are pregnant. However, about 10% of all women who are pregnant have some bleeding in the first 8 weeks of pregnancy as the pregnancy establishes itself in the uterus. This bleeding is frequently confused with a menstrual cycle. Best wishes!