My first indication was sore boobs.  Which made me think...hmm....maybe...
As I never get sore boobs when I am approaching my period.  Also, I seemed to have thrush, which I also don't get before my period, which I read can be a sign of early pregnancy due to the hormonal changes of pregnancy.  And, this is a weird one, things smell different when you are pregnant, like down there, I remember the scent from when I was pregnant with my daughter.
And one thing I found strange was my overwhelming desire to eat red liquorice, not any type, only the ones from the dairy, I think they are Wonka and not the 2 pack ones either that you get from the supermarket, only the dairy ones.  Like no kidding, I would often buy 5-10 pieces of red liquorice.  To discover a few weeks later exactly why  
