Dairy products

So, I am 8 weeks and 3 days pregnant and for literally my entire pregnancy so far all I want is dairy especially milk. But, as soon as I'm done drinking said glass of milk my stomach starts to hurt and I get very sick to my stomach. Weirdly the only dairy I can have without getting sick is chocolate milk but only if it's at night before I go to bed. Someone told me that I could be becoming lactose intolerant, and that it sometimes happens when your pregnant... Has that happened to anyone else???