Everything I've looked up says that outdoor ranges are better to go to while being pregnant. Also try and get a lower lead bullet, which I didn't even know they made! I would still ask my ob about it.
The loud noise is not good for the baby I would not suggest it. He/she can hear everything you might stress him/ her out or damage her ear dums. Ask your doctor.
I really want to go to the gun but I just didn't wana chance anything. It was going to be a surprise for father's day
I don't think there would be, but I'd stick to hand guns because shot guns and rifles have a recoil and that might not be the best thing for you or baby. :) have fun I'm jealous!