You can still dye your hair. They just suggest you use a non ammonia formula and be in a well ventilated area. The smell may cause you to become sick. Also as Tiffany stated....it could come out a shade different due to hormones (best to do in second trimester hormones start to level out)!
I've always died my hair but was told sometimes because of all the hormones that it's possible for the hair to turn a different color than you planned or not last as long but I never had a problem