Someone can correct me if I'm wrong but I believe there is a version of weight watchers tailored to pregnancy. It's actually quite normal to lose weight in the 1st tri, but from the women I know that this has happened to, it was all related to morning sickness.
There isn't. Covered above.
I know a gal who lost 50 pounds during her pregnancy, but she was the dumb one who got pregnant 2 months after weight loss surgery. Not good.
Plenty of people do lose weight in the first trimester from morning sickness. Not the end of the world as long as the weight loss isn't severe. Just make sure you eat healthy and the rest will take care of itself. Usually.
And you really only need 300 extra calories starting in the 2nd trimester. The key to the 1st trimester is the right nutrients and vitamins. Keep going to your OB appointments and they'll help you figure out if you're on the right track.