Light spotting, lasting perhaps a day or two, can be a sign of early pregnancy. This is called “implantation bleeding”. A few days after conception, the fertilized egg starts to attach itself to the wall of your uterus, getting ready to grow. The uterine lining is thick and rich with blood and the action of the egg attaching to the wall actually causes a bit of bleeding, which you observe as spotting. This is completely normal and is not a cause for concern. A pregnancy test and a doctor's visit will confirm whether or not implantation is the cause of the spotting.
If you find yourself bleeding heavily (not just spotting) or it lasts for more than a couple of days, if you have bleeding during later stages of your pregnancy, then see your doctor immediately. This could be a sign of a miscarriage or an ectopic (“tubal” pregnancy where the egg attaches itself to the inside of the fallopian tube) pregnancy, which is a medical emergency.