You thought that hormones went crazy during puberty -- or during "that time of the month" -- but everything changes when a woman gets pregnant. HcG (Human Chorionic Gonadotropin) is a hormone made only by the cells of a forming placenta. Pregnancy tests are actually checking for the presence of it. Levels of this hormone rise rapidly during the first trimester as the placenta grows, which is also why there's morning sickness. HcG makes women more susceptible to illness by suppressing their immune systems (so their bodies don't reject their babies).
Estrogen and progesterone play very active roles. Estrogen does everything from stimulating a pregnant woman's breasts to grow and the baby's organs to develop, to giving mom a runny nose and sensitive skin. Progesterone does things like regulate placental function and allow the uterus to expand. This can also mean heartburn and indigestion. These hormones actually trigger other hormones as well, and these are a mere fraction of the changes that occur during pregnancy.
Some women are lucky enough not to experience any of the negative side effects of pregnancy hormones, but most have at least some of them. Pregnancy is an amazing feat of the female body, but be forewarned: The hormones involved can really wreak havoc during this time.