Your doctor or midwife checks for thinning of your cervix (effacement) on a vaginal exam. There is no sign that lets you know it is happening. However, once your begin dilating (opening of the cervix), you may begin to lose bits and pieces of your mucus plug. Here is some info on the process of effacement) from the Mayo Clinic website:

"Effacement: Ripening of the cervix

Your cervix prepares for birth by softening and thinning, or effacing. You won't feel this sign of labor happening. Instead, your health care provider will check for signs of cervical change with vaginal exams.

Effacement is often expressed in percentages. When you're 50 percent effaced, your cervix is half its original thickness. Your cervix must be 100 percent effaced, or completely thinned out, before a vaginal delivery."

(http://www.mayoclinic.com/health/signs-of-labor/PR00083)