There are a lot of women out there who claim they never knew they were pregnant. There are a lot of other people who say bullshit.
I don't know...in some ways, it can be mistaken for other things, I guess. But other things are so fucking weird they'd have you running to a doctor, so I don't know how women go to term or near-term without at least having a very strong suspicion.
A bunch of truly weird shit happens to your body during a pregnancy. Trust me on that one.