Fertilized eggs not attaching: happens all the time. If you were ever trying to have a baby, it probably happened to you and you never knew it.
It is estimated that up to 50% of all fertilized eggs die and are lost (aborted) spontaneously, usually before the woman knows she is pregnant. Among known pregnancies, the rate of spontaneous abortion is approximately 10% and usually occurs between the 7th and 12th weeks of pregnancy.
source: Medline, definition of spontaneous abortion