Thank you for your question.
Itching during pregnancy can be due to causes related to the pregnancy or otherwise causes in spite of it. Please ensure that you have taken general measures to rule out things like insect bites, bed bugs, fleas, mites, allergies to soaps or lotions, any particular nuts or seeds you are allergic to.
The concern is about itching due to pregnancy related causes. The one of concern is called cholestasis of pregnancy for which your obstetrician needs to do some tests and treat accordingly. They will keep a close eye on the baby. The other causes of less concern are pregnancy related rashes which do not really affect you or baby adversely but are annoying because of the itching. Your obstetrician can check these and refer to a dermatologist if required.
hope this helps