It's important to realise that 'morning sickness' can come at any time of the day, although early morning is a common time. It's not unusual for a woman in early pregnancy to wake up feeling sick.
Feeling ill can start before you miss your first period, but it tends to get better over time and it's typical to feel much better after three months. Not everyone is so lucky, however: a very small number experience it throughout pregnancy.
It's believed that pregnancy hormones evoke the sickness. These circulate in the body, affecting all your organs and preparing your body to endure new life. One of the effects is retch. While it's a nuisance, and at worst a severely uncomfortable condition that can lead to undernourishment and constant weariness and weakness, there could be a good reason for it to happen.