There are quite a number of things that you may need to consider when having a baby, particularly if it's your first pregnancy and your first baby.
While I cant cover every consideration in having a baby, here are a few that may be of interest to a new mother;
Baby Names - Start thinking as soon as possible about possible baby names for your newborn (boys names and girls names if you dont already know which it is :)
Morning Sickness - You may (or may not) get morning sickness, look into ways to help with morning sickness.
Maternity Attire - You will need maternity wear as your pregnancy progresses, you may also want to look into baby slings (baby wearing) while your at these shops as they are very popular with new mums.
Baby Equipment - Some new equipment you may need include a baby pram, baby cot and a high chair.
Nappies - You may require the assistance of a nappy service to deal with the growing pile of nappies that you are going to see :)
Mothers Milk - If you have trouble breast feeding your newborn or you need to provide milk for your baby when you might be away from it for any period of time then breast pumps are the answer to this problem.
I hope this list gives you something to think about as you bring your bundle of joy into the world! :)
Good luck! :)