Congratulations -- you're having a baby! It's a wonderful time in your life, but your hormones are a bit wacky. This can cause changes in your hair, but don't worry -- they're temporary. You might notice that your hair is drier than usual; if it's a problem, just use a stronger conditioner and do an occasional deep conditioning, if necessary.
After giving birth or discontinuing nursing, many women suddenly lose a lot more hair than usual (this can also happen to women who stop using birth control pills). Relax -- you're not going bald. All those hormones were just preventing the normal amount of hair from falling out; what shows up in clumps in the shower is just the backlog. The upside is that, while you're pregnant, you might have a particularly full, luxurious head of hair.
There's been a lot of debate about coloring and perming while pregnant. Experts will tell you not to use chemical processes on your hair during the first trimester -- there's no real evidence that it can harm the fetus, but why gamble?
Whether or not you color or perm during the second and third trimesters is a call you and your doctor should make. If you decide to go ahead with a process, be sure to keep the product off your scalp and skin.