If you are wondering about using essential oils for aromatherapy during pregnancy, here is a good article to start with. Of course, it is best to consult a practioner with experience before preceeding with any essential oils.
The most common essential oils that should not be used during pregrancy are basil, cinnamon, aniseed, fennel, juniper, thyme (red and linaol), clary sage, oregano, clove, bay, nutmeg, pimento, berry, cistus, hops, sage, valerian, spikenard, black pepper, tarragon, cedarwood, hydsop, myrrh, peppermint, mace, cumin, parsely seed, wintergreen and birch.
Here are some articles written on the subject - http://www.essentials-of-aromatherapy.com/aromatherapy_during_pregnancy.html
If anyone out there that has more information to share about this subject, I would appreciate hearing from you from websites to articles.