There’s a reason you’re mentally exhausted: Your brain actually shrinks during pregnancy, explains Michael Roizen, MD, chief wellness officer at the Cleveland Clinic and coauthor of YOU: Having a Baby. “You don’t lose cells, but your brain restructures connections between cells to prepare for motherhood.” During the last few weeks of pregnancy, it goes back to its normal size as it “finalizes those maternal neural circuits and becomes stronger than it was before,” explains Dr. Roizen.

It’s the Hormones Talking

From the moment the fertilized egg embeds in the lining of the uterus, a steady cascade of hormones begins to flood your pregnant body. For many women, it feels like 40 weeks of heavy-duty PMS. “It’s like all of your emotions are in overdrive — you cry easily, laugh easily, get angry easily,” says Alexis E. Menken, PhD, a clinical psychologist and co-founder of the Pregnancy and Postpartum Resource Center at Columbia Presbyterian Medical Center in New York City. It all starts with human chorionic gonadotropin, or HCG, the first detectable hormone of pregnancy. Its role in the early weeks is to help the ovaries produce progesterone, a hormone that essentially preps the body for pregnancy, including stabilizing the lining of the uterus so it can host a fetus. When the placenta is fully formed around week 10, it takes over the role of pumping out estrogen and progesterone to fuel your baby’s growth and development. Progesterone is also responsible for the really annoying side effects of pregnancy (nausea, moodiness, etc.).

Pressing “Snooze” Again?

You may have thought sleep problems wouldn’t be an issue until the end of your pregnancy, when your belly becomes so large that it’s hard to get comfortable. But the truth is, it’s not unusual for pregnant women to have trouble falling — and staying — asleep even as early as week four or five. That racing mind is one part of the problem. (There are other reasons, too, which are covered in Pregnancy and Your Body.) What’s important to know is that doing your best to get adequate sleep is vital. “Certainly we know sleep deprivation can impair judgment and memory and your ability to cope with stress, and it also weakens your immune system,” says Devorah Wieder, M.D., M.P.H, an obstetrician/gynecologist at Cleveland Clinic and the Women’s Health Institute Center. “So it’s important to pinpoint what’s causing the sleeplessness and not assume that you have to put up with it.”

Got the Baby-Making Blues?

Of course you’ve heard of postpartum depression. But it turns out that as many as 23 percent of pregnant women (much higher than previously thought) experience symptoms of depression at some point during pregnancy, according to the latest numbers released by the American College of Obstetricians and Gynecologists (ACOG). “Depressive symptoms tend to be more common during the first trimester,” says Kimberly Yonkers, a professor in the department of psychiatry, obstetrics/gynecology and reproductive science at Yale University. “We’re not exactly sure why this is, but it might very well be that the early exhaustion and nausea, combined with worries about the pregnancy and delivery, may trigger a depressive episode in a woman who’s already prone to depression.” It’s important to get the right treatment, since some studies have shown that untreated maternal depression can even put a woman at risk of preterm delivery.

Thankfully, there are a number of ways pregnant women can treat depression, from eating certain foods to cognitive therapy to prescription medications. If you suffer from mild to moderate depression, your vitamin D levels might be low. Ask your ob/gyn for a blood test; she may recommend a D supplement to get your levels between 50 and 80 mg/dl. Ten to 15 minutes of unprotected sun exposure daily can also increase D levels. Also, make sure you’re eating vitamin D–rich foods, including fortified milk. Fish oil supplements, omega-3 fatty acids that are rich in DHA and EPA, can also improve mood. Just check with your doctor first before you start any treatment.