Insurance is confusing

Rachel • Said "I love you" 7/21/07 Said "I Do" 9/10/11 Said "I'm late and these are positive: 9/17/15

What am I suppose to ask or look into? Do I really just call and say "Hi I'm pregnant, what will my insurance cover?" I feel like it's going to be very extensive or they're going to ask me for procedure codes or something.

What was your experience?