About the time that a woman misses her period, she often also starts to experience the symptoms that are common to pregnancy, including nausea, headaches, dizziness, breast changes, frequent urination, heartburn, aversions, and cravings. These symptoms are caused by hormones, and typically are more severe in the first trimester.
You may want to look through the articles at Pregnancy.org for more information about the first trimester and comfort measures that may help you through this time.