You are not alone! Fast foods are often comfort foods, and another advantage is that you don't have to spend lots of time in the kitchen to access them. I craved ice cream throughout my first pregnancy, for instance, and some of my friends craved pancakes from a specific pancake outlet and Taco Bell food.
But fast food is not especially healthy, so you should probably limit the number of times you indulge in fast food cravings. Whether you believe those who say your pregnancy cravings tell you something about the nutrients you and your growing baby are lacking, or you think cravings have more to do with wanting comfort foods, it is a great idea to think about ways to recreate the junk foods you want in a more healthier version.
French fries from the McDonalds can become fried potatoes at home, for instance. Huge cookies or chocolate can be turned into healthy breakfast bars. Hamburgers can be made at home with less fat and better quality meat. Fried chicken can be replaced with chicken salads. This approach may well satisfy your junk food cravings at least some of the time. And for those times when you just really want that fast food and can't get it out of your head no matter what you try...
There probably isn't much harm in giving in sometimes. Mind you, some people are convinced that babies will grow to love the foods their mom frequently eats while they are still in the womb. You may want to keep that one in mind.