What/when to expect (labor)

I'm 35+ weeks with my 1st, so I know I have a few weeks left (hopefully) to prepare myself but I'm already looking for every sign of labor constantly!  I know everyone's experiences are different and could totally be either way but is labor something that happens unexpectedly like today I'm fine no symptoms, and tomorrow I could have this baby, or does it gradually start and kinda give me a heads up this baby is coming soon?  I'm so nervous that I'll feel great and all of a sudden my water breaking at work without (kinda) expecting it.  I know there's no way to know when baby will come, I'm just over anxious and getting slightly nervous, I think!  So far I've just had increased discharge, some pelvic pressure and some mild menstrual cramping.