At 5 weeks pregnant, is it normal to feel pressure or bad circulation when lying on your back?

Pregnant pressure: By pressure, I gather you meant your legs being swollen. If you think about the location of the vein draining your leg, then imagine your steadily growing baby sitting on those veins draining your legs while you are lying on your back. That is why you have to lie down on your side to roll your growing baby off of those veins to allow them to drain your legs without any inhibition.