Is morning sickness always the first sign of pregnancy ?

No not always: While "morning sickness" is often an early sign of pregnancy it is not always the case. Sometimes just being late with a period may be the only sign that some women have. Other signs that are seen are sudden aversion to certain foods , or altered sense of smell and fatigue as well. Also increased breast tenderness is often seen. The bottom line is self awareness that something may feel different.

Nope: Not every one gets morning sickness. Some just don't get their menses, or notice breast tenderness, or notice slight bloating or tightening of their clothes. Some notice nothing, hence the reality show "i didn't know i was pregnant". If you are pregnant, do me a favor and don't watch this show! it's always some poor lady screaming out a baby into the toilet or in a crowded er.