Most women go into labor between the 37th and 42nd week of pregnancy. This is called full-term labor. When a woman begins labor before the end of the 37th week, it is called preterm labor.
It's sometimes hard to tell when labor starts. A woman may have occasional contractions throughout her pregnancy and still deliver at term. And different women feel contractions differently -- one woman may have painful contractions every five to ten minutes without opening her cervix, and another woman may be quite comfortable even though she's nearing delivery. That makes it difficult to diagnose preterm labor easily.
For a woman to be in labor, her contractions have to change her cervix. The cervix sits at the mouth of the uterus and holds the pregnancy inside until it's time to deliver. During most of pregnancy, the cervix is long and hard (like a flexed muscle). When labor begins, two things happen: (1) the cervix begins to thin and soften (effacement) and (2) the cervix begins to open (dilation). Both of these processes are essential before a baby can be born.