One of the first signs is implantation bleeding which happens anywhere around 6-12 days after you have sex. If you don't look for it you probably won't notice it. There's also morning sickness, breast tenderness, and more obvious ones like your belly getting big, a missed period, and of course a positive pregnancy test.
I'm shocked at the immature posts on this thread. Yes a pregnacy test will tell you, but it won't help you any unless it's taken 2-3 weeks after your first missed period. Periods can be irregular, and you get tender breasts with your period. Your best bet is to go to the doctor and have then run a test on a urine sample.
You can take any regular drug store pregnancy test the first day you expect/miss your period, they are that sensitive. They will pick up very small amounts of pregnancy hormone. If you get a positive result no need to keep testing your probably pregnant and should make an appointment to see your doctor who will confirm it with a blood test and let you know how far along you are. Good luck!