For most women, it starts very early in the first trimester, around week 5 or 6. It's your body's way of telling you to slow down as it builds the placenta.
Fatigue usually kicks in during the first few weeks due to high progesterone. Drinking fresh juices and sleeping early helps, but if you feel dizzy or extremely weak, please consult your doctor.
I read that it can be one of the very first signs of pregnancy, starting within the first few weeks. We are trying, so I am tracking if I feel extra tired these days.