As the egg moves down the Fallopian tube toward the uterus, it meets sperm swimming upstream. Fertilization happens when a sperm penetrates the egg.
The fertilized egg undergoes rapid cell division. It first forms a ball of cells, then a hollow sphere called a blastocyst. As the blastocyst leaves the Fallopian tube, it settles (implants) into the thickened lining of the uterus.
An egg has been fertilized, but you don't know it yet. Although there are remarkable changes beginning inside you, no chemical substances or other mechanisms are signaling to you yet.
Sky-diving and kickboxing are out — you need to avoid activities with a high risk of injury, especially injury to your abdomen — but most other forms of exercise are usually fine. Ask your healthcare provider.