Hi! My Name Is Kristine And I Have An Iud

Hi! My name is Kristine and I have an iud for almost 4 years now. Yesterday, I went to the hospital because did a pregnancy test and it's positive. I was bleeding a little bit and I decided I couldn't wait. They did a sonogram and I'm 7 weeks pregnant but I am still concern about the iud. They treat this like a risk miscarriage but they say everything is ok and send me to a gynecologist as soon as possible. My concern is that they were thinking in taking out the iud but decided to leave it. I read that it's risky to leave it for the baby. What should I do?