"It fully kicked in the day that I was sworn in as Prime Minister," Ardern told Radio Live.
"I didn't know what it was like to be Prime Minister without being nauseous."
Ardern, who is due to give birth in June, said she and Gayford already knew its gender, but it was one of the few things left in their lives that was theirs alone.
She said arguments over what it would be named would likely continue for the next few months, however the couple confirmed the baby would take Gayford's last name.
The Prime Minister said it was too early to lock in birthing plans, but said this would likely be planned for Auckland, though she would have "contingency plans" in place for a birth in Wellington.
While Ardern acknowledged motherhood and a job running the country would be a juggle, she stopped short of calling herself a game-changer.
"I don't underestimate it will take a lot of work, but I have a lot of support."
Ardern said she was not the first to juggle a career with a family.
"There's no doubt time changes the environment that we work in, I have to acknowledge I'm not the first."
The first woman in modern times to have given birth while in office is believed to be Benazir Bhutto, who had her second child, Bakhtawar, on January 25, 1990 in her first term as the Prime Minister of Pakistan.
But Ardern appears to be the only one of current female heads of state to give birth while in office.
Ardern paid credit to other women in politics before her, who had been mums while working, and paved the way to her being in her current position.
"I'm not the first woman to multi-task," she said. Ardern said she was the same as any other woman juggling a career and a baby, just that she has to do it in a "very public way".
"I accept it's [my having a baby] an area of interest, but this will not be the only milestone of this year, or of this government. I want us to be known for what we achieve for New Zealanders, this will just be another addition to the history of this government."
She said as a couple they were fortunate that they were in a position where Gayford was able to be a stay-at-home dad.
Ardern planned to take six weeks off after the baby was born, after which her partner would step in.
"Where possible Clarke will be travelling with me a lot."
Despite the additional work a baby will bring, Ardern and Gayford have no plans to move to Wellington permanently at this stage.
"This [Auckland] is home ... and it's my electorate as well."
Ardern hadn't yet given much thought to if the baby would make an appearance in question time, but said Speaker Trevor Mallard was one who encouraged a family-friendly environment.
The Prime Minister admitted it would be tough leaving her newborn at home at times, but said she also had obligations to her country.
"My job is different, people have put faith in me, given me a mandate, so I have to juggle that new role [of being a mum] but fulfilling duties to New Zealand at the same time."
Asked if her upcoming motherhood had weighed on her mind during the coalition negotiations, she said "of course".
But she had to just take each day as it happened, and when she became Prime Minister said "we just had to get on with it".
When morning sickness set in, Ardern said it made things a bit "tricky" but overall it wasn't "too bad".
Ardern said she had always been open about her dreams of having a baby, but just never thought it would happen as quickly as it did.
"We had been told we'd need some help."
However, Ardern said beyond talking to a few people about the issue, once she became leader of the opposition the baby plans went on the "backburner".
It was "100 per cent a surprise" when she found out she was pregnant the same week she became Prime Minister-elect.
She told Gayford the same way they often shared news, via Facebook, and she made sure to tell her parents before telling Deputy Prime Minister Winston Peters.
Ardern said Winston Peters was very supportive of her when she told him the news.
Since she made the news public today, Ardern had received calls from across the world, and the political spectrum - all of which have been nothing but supportive.
To any detractors, Ardern said no one guessed she had battled morning sickness for three months, so why would things change now.
"I'm excited ... we are going to make this work and New Zealand is going to help us raise our first child."