During the first trimester, your actual caloric needs stay the same as previous to pregnancy, although most women feel ravenously hungry during these first few weeks! During the second and third trimester, the caloric need only increases by 300-350 and 400-450C respectively per day (double for twins); however, the type of calories is more important than actually counting calories.

See this page for strategies to optimize health during pregnancy, including how to deal with pregnancy cravings.