Two totally different stories here. First one was way more difficult to know, plus I was a ftm and had no idea. I had back labor and just couldn't get comfortable. By the time the pain got really uncomfortable I realized the pain wasn't going away b/c I changed positions it was going away b/c it was probably a contraction. Still...I was convinced it wasn't "the time" b/c I had nothing up front. Finally, my mom insisted we go b/c apparently her labor with me was identical. I was dialated at 7 cm when I arrived at the hospital and had him 3-ish hours later. Oh, and I forgot to mention when I was at home I did have the "I have to crap but can't" feeling.
With my second my water broke. No real mystery there.