Congrats on the pregnancy!
If you think about how your body is going to change over the next little while it can help to understand some of the pains/weird feelings you will get. Your uterus is growing as Alan said, so everything has to shift little by little out of the way. Plus, so many TOTALLY weird things can happen to your body in pregnancy! Both my pregnancies were different too - I had dreadful eczema with Phoebe... What's with that?!!? LOL.
If you get severe pains and/or bleeding or you are worried there is no harm in talking to your dr though