A lot! There are too many changes to list here that happen on every level in your body! Some women have absolutely no symptoms whatsoever. Some women become violently nauseated and vomit, have breast tenderness, sharp lower pelvic pain (associated with uterine growth) and may even notice their clothing fitting different. Get the book "What to Expect When You're Expecting". It's a very handy resource!
Are due to hormones. Common early pregnancy symptoms include some nausea (with or without vomiting), some fatigue (feeling less energetic), a sharper or stronger sense of smell, mild soreness and swelling of the breasts, and maybe some food aversions or cravings. These symptoms are due to quickly rising hormone levels.