Sex during pregnancy (or, let's face it, anytime) is certainly a sensitive topic, but as long as everything is normal and everyone's healthy, sex is safe from that first positive home pregnancy test right up until your water breaks. Don't worry about sex harming baby—the amniotic sac that surrounds the fetus and the thick mucus plug outside the cervix act as protective barriers.
If you're at particular risk of preterm labor or miscarriage or notice unusual pain, discharge or bleeding after sex, your doctor might recommend certain precautions or limits. Even if your pregnancy is perfectly normal, warn your partner to never blow air directly into your vagina. In rare circumstances, this can lead to an air embolism fatal to both you and baby. And of course, make sure you know your partner's sexual history and that they've been tested for STDs and HIV. (Yes, we know, you learned this one in seventh grade... but it's just that important.)