A missing period alone may not mean much, but if you add things like a nauseous feeling, or a bit of fatigue, you may have to run out and find out if you should start stocking up on diapers. Not every woman has morning sickness, but many find they have at least some trouble with it. Very early on the nauseous feeling can start, but it might not be very noticeable. Feeling run down and tired is another good early pregnancy sign, especially if paired with the other two.