Yes and no. Teenage pregnancy does cause a lot of stress on your body, as it is not yet fully matured. You're more at risk of high blood pressure, premature labour, preeclampsia, etc. These however can be easily monitored by a doctor, so it's vital you make an appointment soon to be looked at. It's also extremely important you take care of your body--now that you've fallen pregnant, you have to mature and grow up extremely quickly. You have to make sure you're eating properly (3 large meals a day or 6 smaller ones), not smoking, drinking or doing drugs. You need to limit caffeine intake (this also is in foods such as chocolate) and make sure you're eating a proper diet. You also need to get started on prenatal vitamins. These can be bought OTC in almost any drug store.
Older women have more risks of a complicated pregnancy. Just take good care of yourself and you and your baby will be fine.
Not because you are young, but the typical teenage girl does not take care of here body the best. That could leave you at more of a risk. One thing to remember is that image isn't everything, and you baby right now is.