A little bit of sugar is not going to hurt anything. If by "candy" you mean one piece a day, and you aren't also getting a lot of other sweets in your diet (such as drinking Coke all the time or eating a lot of dessert), you're doing fine. If, on the other hand, your diet contains a lot of sugar already, and by "candy" you mean a candy bar a day, that is too much. (Babies whose moms eat a lot of sugar when they are pregnant have been shown to be more prone to get diabetes when they are older.)
Anyway, check out the calories on the candy. I think a Snickers bar is 250 calories by itself (one-eighth of your calories allowed for a day). Plan accordingly.
I have been eating chocolate since I found out I was pregnant I crave it bad with my little girl and I'm 28 weeks along and everything is fine with both of us so i would say it's not gonna hurt anything