Itching is not a symptom of pregnancy. Did you get bitten by something or use a new product?

Itching can be a normal-side effect of early pregnancy.
You are producing increased volumes of blood, to support the developing placenta, baby and to cover some of the loss at birth. Etc. You make most of this blood at the begining of your pregnancy.
The larger than normal volume of blood and the increased circulation can result in increased irritability of skin.
(also, headaches, increased body temperature etc.)
if you have an actual rash, or it's soooo itchy it's driving you crazy, or it doesn't settle down by the end of the first trimester go to your doctor.
Later in pregnacy skin itching is usually localised to stomach area and usually due to skin stretching.
Generalised itch in late pregnancy can be reated to high blood pressure.

Hope this helps!
Congratulations on your pregnancy