Why do I have the need to pee so bad?

Just about every time even after I’ve gone to bed I will wake up with a need to go pee even though I haven’t drank anything after going to bed and I took a test after missing two pills but I just don’t understand why I have the urge to pee almost every time after I’ve gone to bed.

I even get the same feeling through out the day as well and yet I don’t know why I’d feel like this during the day.

What does this mean exactly? Is there any possibility of being pregnant and not knowing?