A lot of people, upon hearing you're pregnant, throw around the old adage "sleep now, because you won't get any sleep when the baby gets here." This has to be one of the worst pieces of advice ever because most women begin to have sleep issues early on in their pregnancy. Here's how it goes:
Stage 1: You are newly pregnant and can't sleep because A) your mind is like OMG I'm going to have a baby!, and that can very easily keep you up at night and/or B) the changes in your hormones give you insomnia.
Stage 2: You can sleep again! BUT, now you are using the bathroom all.the.time. so your deep sleep is interrupted by frequent evening bathroom breaks and sometimes it can be hard to get back to sleep after the trip to the throne.
Stage 3: You've gotten really good at sleep walking yourself to the bathroom. You can stay mostly asleep, keep your eyes closed, feel your way to the bathroom and make it back to the bed without really waking up. Great right? Yes, except now you have this huge belly, so you can't sleep on your stomach. Doctors recommend not sleeping on your back. So you're down to two sleeping positions, left side or right side. You've lost the ability to comfortably just roll over from side to side, so you have to fully sit up to switch positions when one side gets numb, which is likely to happen.
One of things that did help with sleep for me was this (affiliate link) pregnancy pillow. Especially towards the end of pregnancy. Being able to have this between my legs and rest my stomach on it was great.
All this sleeplessness, and the sleeplessness to come, will all be worth it though because you are magic, and you have a life growing inside of you. You are incubating the future, and I'd say that's pretty cool :-D