God it annoys me when they say that, they said that to me with DD1, don't come in yet your waters haven't broken etc, it's your first you could be like this for days, that was 30min before i had her... my waters broke she was out 20min later.

I say go with your instinct hun, if your getting REALLY uncomfortable or worried at home there is no harm in going in, they HAVE to check you, as much as it's a PITA doing the drive in etc if they send you home some times your comfort and state of mind if more important.
If you think you can tough it out at home then thats awesome too!