You start counting how many weeks you are from the first day of your last period, so you must be around 4-5 weeks. Bloating is normal, it should go away after a while.

Even when the last time you had sex was like 3 weeks ago???

Just because you had sex 3 weeks ago doesnt mean thats when you got pregnant...

I had sex last night that doesnt mean I got prego then lol. (im 36 weeks)

He's the only one i've been with since then.....

You count the weeks of pregnancy by the first day of your last period. So even on the day you conceive, you're considered two weeks pregnant.

All normal

Ok the science bit

3 weeks ago you had unprotected sex. Apparently at this time you were ovulating. So you had unprotected sex "mid cycle".
You conceived at that time but as yet you are not pregnant - move forward 10 days or so - that ball of cells now implants into your uterus - you are now pregnant.
A few more days and you skip your period, another week brings us to present day - gestationally the fetus/embryo is 3 weeks but because pregnancy is counted from the first day of your last period you are classed as 5 weeks pregnant.

Does that help explain it?