I am 5 weeks pregnant and had an ultrasound done today, however they saw no baby and no sack. Is that normal because I am so early?

Not so early. An ultrasound can usually identify a gestational sac by 5 menstrual weeks of pregnancy, and by 6 weeks should be able to identify a fetus. If one is clearly past that gestational age and do not see a sack or fetus that could be a problem. It is helpful to coordinate with an HCG blood level. Repeat test may be ordered by gyn.