Just starting in grad school, I haven't heard from my advisor in three weeks …
It is very important to have frequent communication with your advisor, even if you think you have nothing new to say. And it is NEVER too late to email her. Just tell her the truth, just like you described above. Advisors want students who are honest and can make adjustments as needed. I am well aware of how awkward it can feel to meet with your advisor when you haven't accomplished everything you think you should have or when you think you're running behind schedule, but that's what weekly meetings with advisors are especially good for - evaluating what the next steps should be and how to change things around to get things done.