It should be ok for the baby...it wasn't exposed too much and you had the jacket on.
But really you should have taken the initiative to tell them especially if you don't look pregnant, people can't tell or won't know or care at times. My dentists office has notes posted in each room to let them know if you have any changes to your health or become pregnant to let them know so not sure if yours had those reminders.
Sometimes there are other things in the procedures they won't use or do while pregnant.
Nothing is going to happen to your baby.
Dental xrays are unlikely to expose your baby to significant radiation.
But i agree with Miyu, in the future if you're receiving any medical care you need to let your provider know you are pregnant.
One jacket should be fine. Ask your ob-gyn.
Usually its up to you to let the dentist know and then they won't give xrays if you are. Some dentists don't even fill cavities until you're further in your pregnancy. I was right at the second trimester start when I got cavities filled but the dentist had to give me the okay to get it done. Definitely your job to say something though. I work at a massage clinic where its impairative to let us know if you're pregnant but we cant ask.