I did not know I was pregnant (our 1st too) until around 4-5 weeks, I also had these type of cramps. I am now almost 12 weeks and they have pretty much stopped. What the other folks have said are some of the same things I have heard. Lots of people have them, don't worry. Again, unless bleeding starts, and even then that can be normal, some women have a normal period while pregnant and other bleeding that is normal.
It's so confusing, isn't it? There are so many things that could be warning signs but then again those things are seen in normal pregnancies too. Ahhhh :-), well hang in there.