Weeks 28- 40 of pregnancy constitute Third Trimester. At the end of this stage, the mother goes into labor and the baby is born!
Increasing weight gain; swelling (edema) around ankles, face and fingers; breast tenderness, formation of early milk (colostrum) in breasts, urinary frequency and fatigue are some common symptoms.
Braxton-Hicks contractions (False Labor) may begin to occur at irregular intervals in preparation for childbirth. These uterine contractions begin sometime after the 20th week of pregnancy and usually feel like a painless tightening of your uterus. They last about fifteen or thirty seconds and should not be confused with labor pains.
True Labor pains are characterized by regular, strong contractions, a bloody show and breaking of water (amniotic fluid).
Here is an interesting informative video on Third Trimester symptoms and management.