Uterus size increases during the first trimester, which, along with more efficient functioning of your kidneys, may cause you to feel the need to urinate more often. You may also leak urine when sneezing, coughing or laughing. This is due to the growing uterus pressing against your bladder, which lies directly in front of and slightly under the uterus during the first few months of pregnancy. If you experience burning along with frequency of urination, be sure to tell your doctor.
Information courtesy of the Centers for Disease Control and Prevention