Olympic weightlifter gives birth while training

Yes, that is entirely possible especially if the lady does not get regular periods. I knew someone who learned she was pregnant when she was already 7 weeks pregnant. She did not suspect anything but had to undergo a medical examination for a job - then, she was informed that she was actually pregnant good thing that the baby was alright

While it seems impossible to not know you are pregnant... it does happen. I've heard of women who were diagnosed as infertile going through the symptoms of pregnancy without thinking anything of it. If you believe it is impossible for you to be pregnant, and you don't go see the doctor, then you'll likely mistake the signs for something else. The morning sickness could just be flu, and your missed period could just be stress. Then these women deliver their babies and they're shocked when it happens.