It should be sometime in the first trimester. Many women schedule theirs around 6-8 weeks of pregnancy.
There is no exact time that your first prenatal visit has to be. In general, you should be seen in the first trimester (up to 12 weeks of pregnancy) so that your due date can be calculated and your doctor or midwife can make sure you and your baby are doing OK. There are also tests (blood tests and ultrasounds) that should be discussed, and, since some of these are time-sensitive, having an early prenatal visit can ensure you don’t miss anything.
There’s no need to rush to the doctor the day you miss your period and have a positive pregnancy test, but calling to schedule one in the coming few weeks is likely your best bet. If you are high-risk, however, having a preconception visit or being seen sooner may be necessary to make sure you and your pregnancy are managed appropriately.