Hi,
Welcome to the forum. I am really glad to help you out. Pregnancy definitely is the first thing which needs to be ruled out in the case of a delayed or missed periods. I would suggest you to get your serum HCG levels estimated since this is more specific than urine for pregnancy tests & it gets elevated in blood much early (around 10 days after the implantation of the zygote, formed by the union of an egg and a sperm).
The urine pregnancy test is usually done around 1 week after the missed periods. The HCG (it is a hormone) levels rise only in pregnancy and its presence will confirm the status of your pregnancy. If the pregnancy test is negative, then other causes of such irregularity in periods needs to be looked into. It can happen because of hormonal imbalance, increased stress, eating disorder, increased smoking, alcohol or caffeine use and medical conditions like PCOS, fibroid, polyps and endometriosis.
An ultrasound of the pelvis will not only help in ruling out pregnancy but will also facilitate in looking for other causes of delayed periods like PCOD, endometriosis etc. Please do consult a gynecologist also for the same. I sincerely hope that helps. Take care.