It is generally safe to have sex during pregnancy, but there are a few things to look out for. Sex during the later stages of pregnancy can occasionally cause Braxton Hicks contractions which, while safe, can be uncomfortable for the expectant mother. There are also special cases where the doctor may advise against sexual intercourse, so make sure to talk to your physician if you are experiencing any problems and about safe methods of intercourse during pregnancy.
If you experience any bleeding during your pregnancy, you should see your doctor and not have sex until after you have had your health checked.
As with many other changes that happen to you during your pregnancy, your desire for sex may change too. The positions that you find comfortable will also likely change during the term of your pregnancy, so you need to find what works best.
Also, you do not want to get a sexually transmitted infection during pregnancy as it can cause serious health problems for you and your baby. Use a condom if required.