Yes that is true. Tests aren't perfectly accurate. Buy one of the kinds that say they are over 99% accurate (when taken when your period should be there or close to it). If you take the test very early, it may not detect it yet. You can also get a test done at a doctors office as well to be sure.
Actually some tests CAN give you a false positives because of a certain medication you may be taking. I remember reading about this one time but I don't remember which medications can do this, but they were prescription ones. I'd say this is pretty rare though if you aren't taking anything!