That depends on what you are like. I have heard that it is the hardest. You could be like my mom and have morning sickness everyday both time she was pregnant. But yes it seems to be the hardest. It is also the time when most women lose their babies as well.
In the first trimester, it is common to experience morning sickness, breast tenderness, and emotional changes due to hormones. Morning sickness will decrease as the pregnancy progresses.