This happened with my first pregnancy. This time my doctor recommended taking prescription prenatal vitamins, I guess they're higher quality than the OTC kind. So far, so good, no hair loss yet. And bonus, the prescription ones are totally free with my health insurance. :)
It happened to me when I was pregant with my second.
Make sure your doctor checks your thyroid levels. That happened to me, and it turns out I had hypothyroidism. I just take a little pill every day and its gotten a lot better.
I have long hair that is very healthy but I noticed it falling out way more than usual and having a lot of hair in my brush. I didn't have this with my last pregnancy but this time I started noticing it around 10 weeks and I've heard of it happening to other people as well.