Some women lose weight during the first trimester due to morning sickness. However, if you are asking about intentional weight loss then that is a very dangerous and risky idea. If you are overweight when becoming pregnant the best thing to do is get moderate excercise and eat healthy. An overweight woman is expected to gain a little less during pregnancy than a woman of average weight.
Dieting and trying to lose weight during pregnancy can lead to complications and is not a good idea. But, if you eat healthy and excercise it's possible to have a healthy baby and come out of the pregnancy without any excess weight above your prepregnancy weight.
Anytime weight loss is a concern during pregnancy it should be discussed with your obgyn
My OB advised that if you are obese then try to limit your gain to only a few kilos or remain the same.
If you are simply overweight, then try to limit your gain to 10kgs or less.
If you are in a healthy weight range, then don't worry too much.
NEVER attempt to lose weight deliberately while pregnant.
I was slightly overweight when I became pregnanct, I have quickly gained another 50lbs, with 9 weeks still to go! The doctor put me on a meal plan and I have done moderate excercise everyday and I have lost 3 lbs this week, not that I am trying to but just the switch to healthier foods and adding exercixe, it has come off unintentionally.