I Have Discovered A Peice Of Tissue Up Inside My Vagina

I have stopped and started my period 4 times in the last 6 days i am anemic so this might have something to do with it and i have been told by friends and family that its proberbly because i have started to eat more and my periods are starting to kick in again. Recently i have discovered a peice of tissue up inside my Vagina (I m not sure what this is called) But i have found a hole inside i dont think this is normal?? and maybe this could be the reason for my bleeding also i am getting some pain in my lower stomach where my bladder is and i m getting worried. I have been told by a nurse to check if i m pregnant and i have and its negative i dont know what to do as i m embarrassed to go to my doctor .