For me, the very first thing was absolute and utter exhaustion. I could not for the life of me figure out why I had to go to bed at 8, but I just couldn't stay awake. Then there was some crampiness, which is still happening, and some spotting, which is not (thank goodness!!). Then around week 6 the nausea started.
The symptoms seem to come and go, but dang is the nausea bad when it's around.