Milk wise :
You can continue drinking nonfat or low-fat milk during pregnancy . The fat in whole milk is saturated and not healthy for your heart or overall health.
To reduce the amount of saturated fat in your diet, choose 1 percent or skim (nonfat) milk at any stage of your life, including pregnancy. Fat should instead come from healthy fats such as those in fish (those safe for pregnancy), olive oil, canola oil, walnuts, flaxseed and flaxseed oil, nuts and nut butters, and avocados.
To get adequate amounts of calcium during pregnancy, drink three 8-ounce glasses (24 ounces) of nonfat milk each day, or eat a variety of other calcium-rich foods such as yogurt, cheese, dark leafy greens (such as kale and spinach), almonds and calcium-fortified orange juice.
Soy milk is a great low-fat alternative to cow's milk. Just be sure to choose brands that have added calcium.