First of all, please don't worry. I have been doing some research on this myself because I had an issue with breakthrough bleeding while trying to go for long cycle HRT. Thankfully, with the help of others on here and a trip to the gynaecologist for a scan, I have managed to get to the root of my problem.
How thick was your lining? It is worth noting that women using HRT, particularly cyclical HRT, will always have a thicker lining than women who are not taking HRT or those with a Mirena coil or continuous combined HRT. The upper limit for women not taking HRT is 5mm but they don't worry if it goes higher than that if you are taking cyclical HRT - at least, that is what I was told. Someone kindly passed this link to me:
http://sogc.org/wp-content/uploads/2013/01/gui249CPG1010E.pdfThe question is, how thick is too thick? It depends on which type of HRT you are taking and where you are in your cycle. Also, you could have 10 women all taking exactly the same dose of cyclical HRT but they all have different thickness readings.
Did they ask you what type of HRT you were using and where you were in your cycle when you had the scan?