No, it's not! Pregnancy is not a time to lose weight, even if you're overweight. In that case, you would just be expected to gain less than average. Some women do lose weight in the first trimester, though, if they're having severe nausea and can't keep their food down. Any doctor would probably strictly ask you not to try to intentionally lose weight when pregnant.
I agree with pol79. do not try to lose weight, unless your doctor directs you to for a medical reason. If you're like me though you may without trying. I lost 20lbs during the first trimester when I was pregnant with my daughter, and 16lbs during the first trimester with this pregnancy. just from nausea and lack of appetite. I gained a little back 2nd trimester with this pregnancy, but only like 7 lbs and I've been steadily losing again so chances are I will be much lighter after pregnancy than I was before...so you never know! But you have to put baby's nutrition first and baby needs all the calories, so even if you're packing in the vitamins and minerals they still need the calories and so does your body, and because weight loss is about burning more calories than you consume, it's not something you want to do while pregnant. congrats, and ask your doctor if you're truly determined but I would say not to.
I would say it would be ok as long as it's not a very fast weight lose and you are maintaining a proper diet for the baby. If you start eating healthier that is always a good thing for the pregnancy. Now if you are not eating certain meals and not getting enough calories per day then I would say it's not healthy. Good luck.