Frequent urination is one of the most common early symptoms of pregnancy that starts in the first trimester, around week 4 (or the time you'd be getting your period). Fortunately, this pressure is often relieved once the uterus rises into your abdominal cavity during the second trimester, although you may not notice much relief. Most women, however, find they have to pee with even more frequency late in pregnancy, from about week 35 on.