I know a girl who was 3 months pregnant before finding out she was actually pregnant. She didn't know sooner because she claims that she was still getting her period for the first 2 months... how often does this happen?

Your friend was most likely not having full periods, instead maybe some spotting as a result of implantation.

Yes, this is possible. It happens in about 1 in 3 pregnancies.

It is not uncommon at all.

This might help, I had a friend She done that to, and she had gotten worried that she might have had a miscarriage but thank heavens above Most women have there periods like that and there are some whom has them all the way through there pregnancy!