No follicles showing up on ultrasound?

My husband and I are going through a few tests because we have not been able to get pregnant...my blood work & his semen ysis all came back normal. I had an ultrasound done on CD 12 and they said I had no follicles...the only thing they told me about this is that I wouldn't get pregnant this month. BUT...what does this mean? I don't know what the follicle thing is about...does this mean that some months you do have follicles and some you don't? Or does it mean that I may not have follicles? And what are the follicles?? I'm confused =[ Thanks!