Protein This is what non-vegans tend to be most concerned about but usually without reason. Studies have shown that non-pregnant female vegans consume around 67 grams of proteins a day, which is nearly enough to meet the requirements for protein in the second and third trimesters of pregnancy anyway. Protein is the last thing pregnant vegans need to be concerned about. Some extra tofu will do the trick just fine, or a cup of nuts.
Iron Iron deficiency anemia is another common worry for both lacto-ovo vegetarians, and vegans. In this case, the concern is more than justified iron-deficiency anemia is much more likely to happen during pregnancy, among other things because your blood volume increases enormously during pregnancy, both to accommodate the growing baby and the strain pregnancy puts on your organism. The best vegan source of iron are stingy nettles, in my opinion. They are full of iron, but also have lots of other useful things too like calcium, potassium, and nearly every vitamin under the sun.
Vitamin D Now we've already mentioned the sun, let's talk about Vitamin D too. Make sure that you go in the sun regularly, or to take a Vit D supplement. Because of the interaction between calcium and Vit D, and the fact that most vegans tend to have a lower calcium intake, you want to take extra care of this.
Vitamin B12 Unless you are sure you are getting enough, take a good supplement.