There are certain things to try to remember throughout pregnancy:
Make sure you are getting plenty of calcium -- you are the only source of calcium for your baby's bones!
Pregnancy headaches (also called hunger headaches) are common. They are caused by a sudden drop in blood sugar. Eating frequent snacks high in complex carbohydrates may help with these.
Make sure you are drinking plenty of liquid -- 2 quarts per day (about 8 cups).