The mucus plug begins to form almost immediately after conception, notes BabyMed.com. The cervix produces mucus throughout a woman's entire cycle and when she becomes pregnant, the mucus forms a plug.
Throughout a woman's menstrual cycle, the cervix produces mucus that is expelled from the vagina. When she becomes pregnant, the mucus begins to form a plug that blocks the cervix for the entire gestation period, or pregnancy. As she gets closer to delivery, the plug gets smaller as she "loses" her mucus plug. The plug falls out through the vagina in small pieces and sometimes all at once. After the plug is gone, the cervix dilates, or opens, and her body begins the stages of labor and delivery. It is pain-free when the plug falls out, and it typically looks like normal cervical mucus or a glob of it, according to BabyMed.com.