i think there are some symptoms, which may show up around the time of labor. these could be stomach upset, loose motion, little increase in your blood pressure.

But most important signal is going to be contractions. So watch out for that. The problem is that if this is your first pregnancy then you may find it difficult to differentiate false alarms from genuine contractions.
some of the things that you may look out for in contractions are-
is it getting stronger with time?
Is it lasting longer as time progresses?
am i feeling it all over the body?
does some physical movement like moving around inducing contractions?

If answers to all these are yes then you are there.
all the very best to you.

I would like to share my experience. First time when I thought I am in labor and alarmed everyone infact we reached the hospital and came to know that it was a false alarm. The second time when I was in real labor I was not sure if it was labor and delayed going to hospital.

It would be a good idea to discuss the symptoms elaboratly with your doctor.

God this makes me worried though for me its weeks to go before my due date.

I at once knew that I was in labor. It may be intuition or maybe my due date was near. Sometimes intuition works.

Though its the start of pregnancy for me I also keep wondering how does it feel in labor. From whatever I have seen i movies or TV it seems to be terrible.