I imagine that, for prehistoric women, pregnancy was something that sort of 'just happened' once they reached a certain age, due to the mysterious nature of the universe. Since most accounts of life in these times describe women as not really being able to excercise any sort of sexual freedom re: their partners or the frequency of intercourse, it seems like it might not have been obvious what the biological cause of pregnancy was.
hi! IIRC this question pops up occasionally in /r/AskAnthropology, so take a look around there for more info; meanwhile, here are a couple of threads on the topic from this sub