Today I had 3 occasions where when I sneeze or cough I involuntarily leak some pee. Does that mean that my muscles are loosening? I heard kegel exercise helps?

that's normal. sometimes I laugh too hard and leak pee too. lol!! amd totally agree with idza wear a panty liner! ! hehe! also it could be baby testing on your bladder so sometimes you feel like peeing and when you do nothing comes out or laugh and a small amt of pee leaks. =)