Yes. The first few weeks are vital while the sperm and egg combine their DNA, then start to divide, then implant and begin to get nourishment from you. If something goes wrong and your body thinks the baby will be massively deformed, or pose a risk to your health, it will be aborted to protect everysbody's life and health. The egg can also not implant properly, or in the wrong place.
A new life is formed from one sperm and one egg combining, so like with any manufacturing job, there are a lot that can potentially go wrong in the first trimester.
Just about right at 6 weeks, your baby's heart will start to beat. A good sign that everything is progressing.
Best of luck with your pregnancy!