Hi there, sorry you found the need to look here for information. Try not to think of this as an inconclusive diagnosis...a mammogram is not 100%, it is just one helpful tool to detect lumps or other things that should not be there...including cysts, calcs, and who knows what other junk. The density of your breast would not make you more or less likely to have a malignant condition, it just makes the mammogram less reliable. It is not really a second opinion, the way I see it, as the mammo was just not able to read anything either way. THe fact that it was not conclusive by no means suggests cancer, it just means they could not determine what it is. The best thing then is to always get more testing to figure out just what it is...and if an ultrasound is not conclusive either, do not panic. Sometimes they just need different screening tools to find the right image. And also, don't panic if the tech does not tell you anything...that is totally normal. Only the doctor is supposed to read the films and provide an opinion.
Yes this is a frightening situation, but don't make it worse for youself by trying to read into things. Just take a breath, bring your films and a friend to your next appointment and get copies of your reports for your own records. Rely on your gut and if you aren't satisfied, then seek another opinion.
80% of breast lumps are benign, hopefully yours is in that majority.