Transition from a nematic (N) to a smectic (Sm) phase of liquid crystals is called a weak first-order phase transition. In this transition, the generation of pre-transitional fluctuations, which can be measured by X-ray, has been known for long time. The structure of the pre-transitional fluctuation has been considered to be a molecular cluster with Sm-like short-range order, but its role in the transition dynamics and its relation to the weak first-order phase transition have remained elusive. In this study, we observed the structural fluctuation during the N-Sm transition using artificial intelligence and computational chemistry, and discovered the multistep nucleation of Sm nuclei induced by the pre-transitional fluctuation.