I'm going to go out on a limb and say that nobody ever gets pregnant during their intern year on purpose. So when interns find out they're pregnant, it's usually an accident and they sometimes find out in interesting ways.
For example, one intern in my class was feeling really fatigued. She went to her doctor because she believed she had lymphoma. It wasn't lymphoma.
A second intern had been having pelvic pain and it was thought that she had ovarian cysts. She went to have an ultrasound to assess the cysts and they found a heartbeat.