Whenever you are concerned, especially with a first pregnancy, call your ob. Some women experience varied pains while others experience little to no "symptoms" of pregnancy.
Yes. You should only worry if you are having other symptoms as well-- cramping, etc. Ligaments and connective tissue begin to soften. This can cause pain as your body adjusts,
Back pain is a common complaint in pregnancy. If you are in more pain than you think you should be in, contact your doctor and explain what is going on. It is probably just back pain but you don't want to take any chances.