I have the same thing mostly on outside of thighs and tiny on outside of arms. (My baby is 7 mos old. I am still nursing.) I say the dermatologist and she was no help. "don't scrub, b/c it could make it drier," Don't pick, like I did, because you make it worse. I think it is hormonal, paired with sensitive skin and have been told it will go away. My sister had it during puberty, they were called "sugar bumps," implying that you get them from eating too much sugar, which is unproven one way or the other to me.
I missed that you are pregnant. If you are pregnant you should see your OB-GYN as soon as possible because some rashes have important implication for pregnancy.
I would suggest that you see your medical doctor or dermatologist to have a look. In the meantime you should see if you used a new soap, shampoo or deodorant that could result in an allergic rash and change back.