Wow...ok take a breather....
A faint line could mean its positive. I would take another, just to double check since you can't get into the Dr's until next week. (Just to ease your mind)
Even if you aren't pregnant prenatal vitamins will be ok for you to take. Before I got pregnant my OB suggested I start taking them. Mine had iron in them.
Tests, are funny and people are different, there are many people that never get the positive. So whether it should be a stronger line or not doesn't matter.
I never felt cramps or had the feeling of my period coming. My major signs with both pregnancies was feeling nauseous. This is different for everyone. However from the sounds of it, it sounds like you could have a bladder/kidney infection going on. So I would definitely get that checked out.
Oh in regards to exercising, as long as you do the amount of what your doing before being pregnant, it should be fine.