But there are some physical changes that aren't widely talked about.
To help bring these experiences into the open, four mums - Julia, Joanna, Yasemin and Leyla - openly discussed the "embarrassing" changes they experienced throughout pregnancy.
Did you experience any of these five changes?
1. Vaginal discharge.
"It's the worst one," said Leyla. "It was the bane of my pregnancy life, both pregnancies actually.
"Nine months of it, you need to carry around pads in your handbag and it's just constant. Then you have the midwife saying 'yeah but it's good, it's healthy'."
Yasemin added: "Yeah I asked my mum and she never had that so I thought oh, it's an embarrassing secret."
2. Leaking nipples.
"At night times my nipples would leak," Joanna said. "Only a little bit, but it was annoying."
"It wasn't that surprising, but apparently it's so common," admitted Leyla.
"It's so uncomfortable," added Joanna. "The only thing that helped was making sure I was drinking loads and loads of water."
Julie said sickness was the biggest physical change she experienced.
"I just felt sick for about four months," she said. "I never got just but I just felt sick - all the time. It was unbelievable, the nausea."
5. Pregnancy brain.
"Is that a real condition?" asked Leyla. "Well I used it all the time, especially at work."
To find out more about how they dealt with these physical changes, watch the video above.