Final answer:
The client's mention of persistent headaches during the third trimester indicates a need for further teaching, as this could be a sign of preeclampsia, which requires medical evaluation.
Step-by-step explanation:
The indication that further teaching is needed is the statement regarding persistent headache during the third trimester. While frequent urination, heartburn, and back pain are common symptoms due to the expanding uterus and increased weight during the third trimester, a persistent headache could be a sign of a complication such as preeclampsia and should be evaluated by a healthcare provider.