I havnt had any heartburn eatin lemons so I guess im lucky :)
I use to crave lemons and limes! But they wont hurt anything just keep some tums handy!
To amplify, usually a craving means your body is telling you that you need something in the food, such as (in this case) Vitamin C or maybe an enzyme that is present in lemons. Always let your body be your guide. (Your only problem will be if lemons give you heartburn. It won't affect the baby, but might affect you! lol)
no lemons are fine, so if your craving them, have them :)