Enrolling a cohort in pregnancy can be methodologically difficult in terms of structuring data collection. For example, some exposures of interest may be time-critical while other (often retrospective) data can be collected at any point during pregnancy. The Avon Longitudinal Study of Parents and Children (ALSPAC) is a prime example of such a cohort. ALSPAC aimed to enrol as many pregnant women as possible in a geographically defined area with an expected date of delivery between April 1991 and December 1992. The ideal was to enrol women as early in pregnancy as possible, and to collect information, when possible, at two fixed gestational periods (18 and 32 weeks). A variety of methods were used to enrol participants. Approximately 80% of eligible women resident in the study area were enrolled. Gestation at enrolment ranged from 4-41 (median = 14) weeks of pregnancy. Given this variation in gestation, we describe the various decisions that were made in regard to the timing of questionnaires to ensure that appropriate data were obtained from the pregnant women. 45% of women provided data during the first trimester; this is less than ideal but reflects the fact that many women do not acknowledge their pregnancy until the first trimester is safely completed. Data collection from women at specific gestations (18 and 32 weeks) was much more successful (80-85%). Unfortunately, it was difficult to obtain environmental data during the first trimester. Given the time critical nature of exposures during this trimester, researchers must take the gestational age at which environmental data was collected into account. This is particularly important for data collected using the questionnaire named ‘Your Environment’ (using data known as the A files).