A missed period is often the first clue that a woman might be pregnant. Sometimes, a woman might suspect she is pregnant even sooner. Symptoms such as headache, fatigue, and breast tenderness, can occur even before a missed period. The wait to know can be emotional. These days, many women first use home pregnancy tests (HPT) to find out. Your doctor also can test you. 
All pregnancy tests work by detecting a special hormone in the urine or blood that is only there when a woman is pregnant. It is called human chorionic gonadotropin, or hCG. hCG is made when a fertilized egg implants in the uterus. hCG rapidly builds up in your body with each passing day you are pregnant.