Generally no, it's not okay to fast when you're pregnant. Your body needs the extra nutrition. There's changes going on in your body.
It also depends on when and how long you need to fast for. 24 hours may be okay but not for days and days on end. You will probably feel very light headed and ****. Also the less food you have in your stomach the more chance you have of feeling nauseous. In your first month you may not be far along enough to have experienced morning sickness (normally comes on about 5-8 weeks into the pregnancy).
why do you want to fast? thats the first question.