Increased urinary frequency is common in pregnancy. In your first trimester, it is cause by increased blood volume and pregnancy hormones, and later in pregnancy the weight of the growing uterus adds to these factors.
In late pregnancy, some stress incontinence (leaking a little urine when you sneeze or cough) is not uncommon. Keep doing pelvic floor exercises throughout your pregnancy and postpartum to help prevent this. If it continues after baby is born, please tell your midwife as you may need referral for pelvic floor physio.
If you have any burning or stinging when you pass urine, or any other symptoms of urinary tract infection, please contact your midwife straight away as these need treatment in pregnancy.