my doctor said it's fine as long as you aren't using really old fashioned methods that contain lye and other caustic chemicals. modern hair dyes are much less chemically than those your grandma or even your mom used. while the dye is doing its thing, go outside or somewhere where the fumes (however few they may be) can dissipate quickly. i use manic panic type hair dye which only contains pigments, no chemicals involved.
Check with your doctor. My Dr said it was okay, but recommended/preferred high lights over doing a full color change while pregnant. She also said it's best to wait til after the 1st trimester because of the smell of the chemicals used to dye hair...
Yes. You can always double check with your own doctor or midwife, but mine have always said it was fine.