During pregnancy you can experience cervix pain or cervix dilation. It means that your cervix is dilating. The pain was caused by the uterus contracting to dilate the cervix. Bloody show is also indications that cervix is dilating. You need to have a check up if your having this pain to insure your status.
You might be feeling pressure. You should make an appointment with your doctor. If this is your second or more pregnancy it is normal to feel more pressure and it also depends on how far along you are in your pregnancy. Some pain is common and normal but you should definitely contact your doctor.