Perhaps the first thing you should do upon finding out you are pregnant is head to the doctor or midwife, or interview a few different healthcare providers if you have not made your mind up. Apart from regular prenatal care, you should think about your vision of childbirth and who you would like to attend your labor and delivery. Also see deciding where to give birth for more info. How are you going to organize your life after your baby is born? If you are going back to work after maternity leave, it is not too early to look into childcare arrangements and even put your baby on a waiting lists during pregnancy. Some daycare facilities require signing up very early on.
If you are not going to be working out of the house after your baby is born, do you need to make any financial adjustments? What do you need for the baby? Perhaps the first trimester of pregnancy is too early to buy big ticket items like cribs or strollers, but it is definitely not too early to start researching your options. Would you like to attend childbirth education classes? Which ones appeal to you? Are you thinking about going on vacation during your pregnancy, just like a growing number of expectant parents does? Start looking into destinations!