Frequent urination is not one of the most noticeable symptoms of pregnancy early on. Almost from the beginning of pregnancy, you may discover that you're making quite a few additional trips to the bathroom, but may not make the connection immediately.
The expanding uterus causes much more frequent urination during pregnancy because it puts pressure on to your bladder. Your body is also producing extra fluids which are being processed and eliminated.
The first trimester and the third trimester of pregnancy are usually when the most frequent urination occurs, and like all symptoms of pregnancy it will disappear after delivery.