Take a pregnancy test. The ones from the chemist (even the cheaper ones) are highly accurate these days and if you get a positive result that will be correct. If you get a negative you might want to test again a few days later, but a false positive is very, very unlikely - good luck for the result you are hoping for.
First consult the doctor when you have strange or unusual feelings like feeling dizzy, vomitish and when you like to eat pickle like things then I guess that means your pregnant! So that was all I heard are the symptoms of pregnancy !
The first sign in likely to be a missed period. The pregnancy can then be confirmed via an over the counter pregnancy test or a visit to the GP for a urine or blood test.