When to collect urine?

Your first morning urine (FMU) is the most likely to contain large enough amounts of the hormone human chorionic gonadotropin (hCG).
Pregnancy tests work by detecting small amounts of hCG in your urine.
Since you tend to not get up to go the bathroom in the middle of the night more hCG builds up in your urine.
Most pregnancy tests request that you wait until the morning that you expect your period or the next day prior to testing.
Some tests are designed to test a couple of days before that, but they are still best done when you await until the date you expect your period. hCG builds in amount as you advance in your pregnancy.
Blood tests are more sensitive than urine tests.