Don't worry, nothing is wrong. :)
Try saying "uh-oh" a few times out loud, and then when the people around you look at you funny, let them know you are just doing a little language experiment. If you pay attention to what is going on in your throat when you say, "uh-oh" you will notice that the air sort of catches in your throat between the "uh" and the "oh." This is something called a glottal stop, and I'll bet you never even realized you were doing it! It is something that we don't really pay conscious attention to, and isn't even written down in the English language, but it appears in several of our words. We don't write it down because it doesn't change the meaning of our words, but it does in other languages where they can have two or more words that have different meanings but are identical in the way they sound except for the presence of glottal stops.
The more I am learning about language in my Linguistics studies, the more I realize just how complex language really is, and how much information a native speaker learns about their own language without even being conscious of it. Fascinating stuff!