Frequent urination often starts to occur early in pregnancy. It is caused by the growing uterus,  as well as hormonal changes that increase blood circulation to the pelvis. The urinary bladder is above the uterus and as the uterus is growing it puts additional pressure on the urinary bladder and this makes the women visit the bathroom frequently. It is a common occurrence and nothing to worry about. As the uterus grows out of the pelvis by 4th month the pressure over the bladder is less and the symptom also begins to recede.

But, If  frequency of urination is accompanied by pain and also fever then it could be due to other reasons like infection. Seek the advice of your Physician immediately.