Well with all due respect, can't everything do this? Like rabbits will dig burrows in hidden areas when they become pregnant, so the babies will have a safe home. Humans will start preparing for the baby, wolves and other wild canines will start finding a good den. I think at a certain point most everything can go "I'm going to be a mom!" It would be impressive if horses could tell really early. Like, almost at the moment of conception.
It might be a bit of a stretch but I think most female mammals are really confused and scared the first time they give birth, but eventually after a few times they learn letting a male have his way with them at a certain time of year or whatever results in babies later.