Whether you are pregnant or not, sunning has risks. When you are pregnant, dehydration may occur which can lead to preterm delivery and if severe early in pregnancy may lead to possible pregnancy loss.
Sunburns increase the risk of skin cancer; you need to be careful.
I recommend all women to be very careful when at the beach. I really don't recommend being out in the heat of the day. You must drink plenty of liquids in order to stay hydrated. You should not be under the direct sunlight either. Stay covered when outside.
If you have further questions, I would suggest you contact your physician.
Important: The opinions expressed in WebMD User-generated content areas like communities, reviews, ratings, blogs, or WebMD Answers are solely those of the User, who may or may not have medical or scientific training. These opinions do not represent the opinions of WebMD. User-generated content areas are not reviewed by a WebMD physician or any member of the WebMD editorial staff for accuracy, balance, objectivity, or any other reason except for compliance with our Terms and Conditions. Some of these opinions may contain information about treatments or uses of drug products that have not been approved by the U.S. Food and Drug Administration. WebMD does not endorse any specific product, service, or treatment. Do not consider WebMD User-generated content as medical advice. Never delay or disregard seeking professional medical advice from your doctor or other qualified healthcare provider because of something you have read on WebMD. You should always speak with your doctor before you start, stop, or change any prescribed part of your care plan or treatment. WebMD understands that reading individual, real-life experiences can be a helpful resource, but it is never a substitute for professional medical advice, diagnosis, or treatment from a qualified health care provider. If you think you may have a medical emergency, call your doctor or dial 911 immediately.