I have heard that the bloating in early pregnancy is due to the high levels of progesterone (not sure if this is correct but it makes sense).

Your body produces lots of progesterone in the first trimester to help the baby grow. Once the placenta is functioning nicely, your body stops producing so much progesterone so the bloating eases a little bit. Of course - by then your uterus is starting to reach the top of your pelvis so you start getting a belly anyway so you can't win.

Yay for sore breasts! LOL it is nice to have some indication that you really are pregnant in those first weeks - even if it is painful!