After fertilization, the egg (now called a zygote) starts multiplying and makes its way into the uterus. This zygote floats around in the uterus looking for a suitable spot to implant itself. It then starts burrowing into the lush lining of the uterus. As the zygote implants itself into the uterus, a little bleeding can occur which will show as spotting.
Some women may show early signs of pregnancy during this period like fatigue or drowsiness. Most women don't feel any different so do not be discouraged if you are not showing any symptoms.