Not sure if your in the UK but the NHS website said it was OK. I avoided it for my first but with a 2 year old and a growing bump I needed to hide the greys this time!!!
This is my third pregnancy and I always perm my hair during pregnancy so I'm pretty sure a dying your hair is safe
Ammonia-free dye is ok I believe. It's the ammonia mommys to be have to avoid from what I've read!
I did at the beginning of my last pregnancy without any problems but it was a large room with great ventilation
I'd wait until you are out of the first trimester. Then most people say it is ok as long as there is enough air circulating.