I felt great actually. There was no obvious sign that anything was about to happen and I was actually kinda in shock when my waters went. I was 37 + 5 and thought I had another month of being pregnant ahead of me! In retrospect, I did have a little bit of period type cramping maybe 5 days before for a couple hours (not contractions, just mild cramps that were mostly constant). I was told it's possible this was baby engaging, though she didn't feel very engaged before labour (never felt any heaviness or bowling ball feeling down there). The day before I had a lot of EWCM like clear discharge (maybe my mucus plug?). At the time, I was also a little irritated down there and just thought I might have been getting BV or something. Then bam, woke up at 2am that night to waters going and my daughter was born less than 12 hours later. I did feel a really strong urge to get everything in order in the days before too, so maybe that should have been a sign. At the time though I didn't think it was and generally felt really good and normal.