Okay momma's question... I woke crying in pain like cramping and lots of pressure... I was in the Dr…

Okay momma's question... I woke crying in pain like cramping and lots of pressure... I was in the Dr two weeks ago and they gave me a shot to develop baby's lungs... I called labor and delivery and they told me to go in since I'm already at risk for preterm labor... I showered and feel better ... Should I still go?