I've always found First Response tests to be very accurate and quite sensitive. There could be a few reasons for a negative result.

1. Your cycle may take a while to stabilise and therefore AF may still be on the way (therefore, not pregnant).
2. Your cycle may be longer than expected which means you may have ovulated later than expected and you are either not pregnant and AF is still on the way, or you may be very early pregnant and it's still too early to test.
3. User error when doing the test can give false negatives. I know they seem pretty easy to use, but you'd be amazed that people get it wrong

Try waiting a few days and see if AF shows up. If not, grab another test

Best of luck!