While there may be no medical reason which prevents you from wearing high heels early in pregnancy, it may not be comfortable during your second and third trimesters.
The ligaments that control your lower back are softened during pregnancy, so they are more at risk of being stretched and damaged. The problem with high heels is that they alter your posture and put a strain on this already weakened area. This could contribute to lower back pain, which can be severe. As your pregnancy progresses, you may start feeling a bit clumsy due to the extra weight and your growing tummy. It's a good idea to stop wearing high heels, as they make it harder to balance. Flat shoes are therefore a better bet on a day-to-day basis. They will ensure that you are comfortable and minimise the strain put on your back. To compromise, you could spend part of the day in heels and keep a pair of low-heeled shoes in your bag to change into later. All in all, it's best to save your high heels for special occasions. Especially as your feet can get wider in pregnancy, so if you have a much coveted pair of high heels, they may stretch and not fit you afterwards!