HOnestly, I think it's great that for the first cycle you will go natural. If you can make enough eggs on your own, why not go natural? I mean, no side effects to deal with, if your insurance doesn't cover it then it's a less expense, and you don't have to remember to take the pills.
Okay, and in my experience, nurses tend to give a pinch of "harsh reality" (aka negativity) just so that they are covered. They don't want to say that "The doctor will check your follicles, and then we'll do the IUI a few days later!" and then the follicles not being big enough and having to do another cycle next month or whatever. They are just trying to cover their bases, but it can easily drive you crazy with what ifs
Okay, I'm no doctor, so this definition is only wroth abotu two cents, if tat so if anyone wants to pitch in- take it and run with it with my blessing! So in my understanding, follicles are the pckets in which the eggs grow. They look like a pimple on your ovary. The bigger the follicle, the bigger the egg. A follicle over 16 mm is considered to be containing a mature egg and is ready for ovulation. A small follicle is not considered to be containing a "ripe" egg, so they wouldn't ovulate, and if they did the chances of implantation aren't so hot (and health/qulaity of the egg is low). That's when they would likely cancel the cycle and try again next month. That's the whole Next Month thing.
I owuldn't worry about that though. Try not to stress, it's the worst thing you can do-- I know it's hard, but you can do it. I find as long as you have a creative outlet or something to keep your hands busy, it helps A LOT. Take care hun, keep updating.