First of all, let's get the basics. A pregnancy is divided into three sections called trimesters. The First Trimester is Weeks 1 - 12. The Second Trimester is Weeks 13 - 27. The Third Trimester is Weeks 28 - 40. This is a total of much closer to 10 months than the famous 9 months.
Why is it that we all say a woman is pregnant for 9 months when it is really more like 10? That is because the first 1-4 weeks the woman may not actually be pregnant! The medical profession considers pregnancy to begin at the release of the egg before the egg is actually fertilized. Kind of weird, but that is why the numbers vary.
For the entire first trimester the woman only gains about 4-5 pounds on average. Though her belly won't be showing her body is already undergoing some interesting changes. She may feel like she looks pregnant because of those few pounds, but most people looking at the mom-to-be won't notice. Some other changes include nausea (which may be morning sickness or afternoon sickness or evening sickness or all day sickness for some unlucky women!).
Hormones are fluctuating and this can cause blood sugar levels to change rapidly, which is often a cause of nausea. The changing hormones can also cause acne in women who have never had it or occasionally clear up acne in some women (these are those lucky glowing mothers). Most women become more sensitive to temperature changes, especially heat, and may also experience lethargy.
One drawback throughout pregnancy is that the woman's immune system may go down because so much of her body's energy is going towards the baby growing inside her. The good news is that if you happen to get sick your immune system will share immunity with the baby inside, so that your baby will come out immune to any strain of cold or flu you might get while pregnant!
During he second and third trimesters some really cool things start to happen: The baby begins growing organs, its heart starts to beat, and it is slowly going through a series of changes to make it a tiny little person.