I am over 30 days late and I have taking several test that all read Not Pregnant. What's going on?

You MIGHT be... or you might not be. Some women don't test positive until well into their first trimester. And there are a multitude of reasons why you can be late and even miss a period besides pregnancy.

You are only taking them right after you wake up... and ONLY the first time you pee that morning?

You could also call your doctor and have a blood test done... those are more sensitive.