Are you spending a lot of time in the bathroom? In addition to dealing with symptoms such as nausea and vomiting (see Ease the nausea), if you're like the majority of pregnant women, you'll need to urinate more frequently. It means you're unlikely to want to be too far away from the nearest bathroom.
It can feel as though your bladder cannot hold much urine so you may feel the need to go to the bathroom not long after you've just been, during the day and at night. This is because there is more blood being pumped through the kidneys so you produce more urine. As your uterus grows, it puts pressure on your bladder so it cannot expand as much as normal and will feel uncomfortably full earlier than usual. This can last throughout pregnancy, though you're most likely to experience it in the first and third trimesters.
If, however, you're concerned about the amount of urine you're passing, and/or develop pain or stinging while passing urine, you may have developed a urinary tract infection and should see your doctor immediately.