I had that with my first pregnancy and now it's starting with my second as well. It made it super difficult to sleep. My legs are especially itchy but it helps to take a bath/put lotion on before bed. Also I had to shave my legs like every day. It didn't go away until my baby was born, so hopefully it's not as bad this time around! Good luck!
Have your doctor look into cholestasis.
Here's some advice from the MedHelp website and our I'm Expecting app on itching. You can find this in the app by going to the Pregnancy Diary from the home screen and selecting Itching from the Symptoms menu. Then click the menu bar in the upper left and select Symptoms Manual to see your symptoms. Hope you feel better soon!