Sex is fine as long as your pregnancy isn't considered to be "high risk".. If it is you might be told by your doctor to abstain from sex to prevent any risk of miscarriage. If not, it's perfectly fine and shouldn't cause any problems. You might bleed a little bit afterwards though, because your cervix is sensitive during pregnancy and can easily bleed. This isn't a cause for concern unless it's heavy bleeding and lasts for a long time.