When you ovulate, if the egg is fertilized, implantation will occur. If the egg did not get fertilized it is passed.
Implantation occurs when the egg is fertilized. The egg then becomes known as a blastocyst. After being fertilized the now blastocyst releases hormones that tells it to burrow into the lining of the uterus. This usually occurs about eight days after fertilization.
Once the blastocyst implants in the uteran lining it continues to secrete hormones that tell the body to prepare for pregnancy. It is these hormones that cause pregnancy symptoms, especially morning sickness.
Each woman's reaction to the increased level of hormones is different. Some women may be sensitive enough to detect the subtle changes as early as 8 - 10 days after fertilization, soon after implantation has occured. Other than possibly missing a period, other women may not even detect the symptoms/changes until around week 6 after conception.
You would be surprised how many pregnancies even go undetected. It is not uncommon for a woman to be pregnant, miscarry, and not even know it because she thought it was just a period.
It is also not uncommon for a woman to want to be pregnant so badly that her body may actually start showing symptoms of pregnancy, even though she really isn't. The only surefire way to know is to test.
When testing do keep in mind, too, that it is not uncommon to get several negative results at first, even if you really are pregnant. It all depends on how fast your body is producing the pregnancy hormone. I had several negative hpts until I missed my period, even though implantation had already occured.