Hi mandypepe
Just to add to Dancinggirl's post - as well as withdrawal bleeds happening on HRT, the normal period is also a "withdrawal bleed". To explain - normal periods are when the egg is not fertilised, oestrogen and proigesterone levels fall and this triggers a bleed - ie the uterus lining which was growing to nourish the embryo - is no longer needed. This is progesterone withdrawal bleeding which is normal - both as part of HRT and your periods.
Most other types of bleeding are unscheduled bleeding.
Oestrogen breakthrough bleeding occurs when the lining gets too thick ( eg in peri-menopause where you don't ovulate in some cycles) and comes away sporadically - but this wouldn't necessarily be the same time as a period, nor the same amount and would not be accompanied by any pms symptoms. Then when you next ovulate your period could be really heavy because two months worth of oestrogen could build up - well in effect that's what happens.
There are other types of bleeding/spotting eg some women experience oestrogen withdrawal bleeding - a small amount of bleeding/spotting when oestrogen levels fall after ovulation, or reduction of the oestrogen part of HRT.
There is also bleeding due to cervial ectropions and other conditions (fibroids etc).
Spotting is what we call any time we just get a bit of blood and isn't a period. You won't know what it is due to though!
There is a great article on this site called Perils of Perimenopause you might like to look at which explains better than I can about what's happening at this time:
http://www.menopausematters.co.uk/article-perils-of-the-perimenopause.php. The thing is at peri anything and everything can happen re bleeding and a bit of blood is nothing to worry about - re what to call it! A period will come when it's ready but unfortunately this is not predictable!
Hope this helps!
Hurdity x