Some amount of bleeding during the first trimester is very common, affecting about one-third of pregnant women. Avoid sex if you are bleeding until you can discuss the bleeding with your doctor or it resolves. Bleeding increases your risk of miscarriage, but, surprisingly, not by very much. 

If you are having heavy bleeding and cramping, you need to be seen. Bleeding later in pregnancy may be a sign of labor or other problems. It can also be normal. A lot of women will spot later in pregnancy, especially if their cervix is starting to slowly make change. Always discuss heavy bleeding with your doctor immediately. This is almost never a reason to go the emergency department, but it is a reason to be seen in the office in the next day or two.