Usually the doctors tell you to wait one cycle (or longer), so that they have easier time determining when the pregnancy started.
There are many cases of a woman getting pregnant before getting the first post-miscarriage period, and there is no evidence in research that those pregnancies would be any more likely to have problems.
Actually, just after miscarriage, you are more likely to get pregnant than your average cycle.
There is one more concern. Make sure your blood levels of beta hCG are monitored until you get back to below 10.
In case of one of my miscarriages (around 5 or 6 weeks), the numbers weren't dropping, and then it was determined I had ectopic pregnancy.
If you are not using protection, and your numbers stop dropping, you can't be sure if you have incomplete miscarriage, ectopic pregnancy, or a new (potentially good) pregnancy.