The first month of pregnancy technically begins with the first day of your last menstrual period. Conception occurs approximately two weeks later, after you have ovulated, or released an egg, and it has combined with a sperm. The fertilized egg continues traveling through the fallopian tube, usually reaching the uterus between three and four days after it was fertilized. The fertilized egg forms a tight ball of cells called a blastocyst and, after a day or two, implants itself into your uterine wall. Blood vessel networks form between the blastocyst and the wall of the uterus to nourish the embryo.