You are 100% perfectly fine to dye your hair. My ob even said I could get a perm if I wanted. Just do not be surprised if your hair does NOT take the color as your hormones are all askew and may not take the color. I have recently dyed my hair red and its not staying in for very long (Im 32 wks with a boy) so just see it as a temporary pick-me-up.
You can just make sure there is no Ammonia in it.
I spoke with my midwife about this when I first found out I was pregnant and she said it's fine 2 dye ur hair. She said to me if it makes me feel better wait till after 12 weeks but it's fine. But u cud always ring n check with ur midwife xx