Why does my abdomen hurt?

I am three months pregnant and as a new mum, of course it is exciting. However, this last month, I have been feeling pain in my abdomen that is rather unusual. I literally can’t sleep on my stomach and I think it is still too early for that. I feel pain when I do. I went to a small neighbourhood health centre and the doctor told me it was normal to feel that way. But the pain won’t go away and I’m beginning to worry. Should I be worried or is this normal? One friend of mine actually told me she had the same pain but it eventually stopped.