Safer to have a bad tooth out than in. They can put all kinds of bacteria into your system. Tell your ob-gyn, and run all meds by your ob-gyn.
It's fine to have dental work done while pregnant as it is a local anesthetic, not a general anesthetic. You just have to let them know you are pregnant and be careful of the pain killers you take afterwards.
I got mine taken out when I was 12 weeks. Just confirm it with your OB, and be cautious of the medication that the dentist may subscribe you afterwards.