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
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)!