Hi there & welcome to BB
In my opinion, the HSG is worth having... it can't hurt
Usually they would do it to check blocked tubes etc - if you've fallen pregnant naturally then you must have at least one tube that is working freely enough - but an HSG can show other things to a specialist as well in helping with deciding how to go about further treatment.
They are a little painful (I took some pain meds before I had mine done - your Dr will advise which ones) - but its over relativele quickly, & it was what alerted my specialist to my problem after 7yrs of trying for number 2.
I would definately have it done before you go ahead trying again - its a tiny thing but can be a major problem solver... and its not surgery etc, it takes about as long as a pap smear
From there they will work out where to go.
Good luck