You don't always have an egg before the first postpartum cycle. Some women do, some don't. There's really no way to know if you did or not unless you're paying close attention to your fertility signals (not just temp, since that only tells you
after you've ovulated, but also cervical fluid and changes in the cervix itself if you check that). It's really a thing that varies hugely by individual, so I can tell you my own experience, but not if it will apply to you.

Some women find that, even when their cycles return, they're erratic for the first six months or so, but as I've said, it certainly wasn't the case with me.
As far as nursing while pregnant--you will never get a straight answer on that. The theory is that it does slightly increase the risk of miscarriage, but I know many women who have had miscarriages in the past & then nursed through a subsequent pregnancy. That's a hugely personal decision, though. Some women find their nipples far too sensitive (I have done a
lot of biting my cheek to keep from jerking away involuntarily), or find that nursing during pregnancy just takes too much of a toll on their energy. And sometimes even women with the best of intentions lose their milk completely or find their baby turns away from a changed taste.