An ultrasound during the first trimester appears to be not only safe but, in many cases, essential to confirming a normal pregnancy. Furthermore, the most accurate screening test available for Down syndrome involves a first trimester ultrasound.
But, an ultrasound does involve energy that can theoretically lead to temperature increases when the fetus is exposed to it for a long time. Certain types of ultrasound tests expose the fetus to more energy (and potential temperature increases) than others. The bottom line is that an ultrasound can be an important diagnostic tool and during all trimesters should be performed by an experienced technician or physician.