With my first pregnancy I never had a "feeling" that I would go into premature labor. The thought had never even crossed my mind! One night I began having what I "thought" was braxton hicks, and they eventually turned into full blown contractions, leading to the birth of my son 3 days later (after a failed attempt at stopping them). With my second, I was always scared of going into premature labor, but again, I didn't think I would because I was on weekly progesterone shots, and the Doctor reassured me I would probably go to full term. I made it to 35 weeks before going into spontaneous preterm labor again, with immediate contractions.