If you do want to have sex, embrace the ubiquitous three-word Nike slogan. As long as your pregnancy is progressing normally, you can have sex as often as you like (some exceptions may include a history of miscarriage or preterm labor).
Be aware that it's pretty common for some women to experience bleeding during intercourse, especially in the first trimester. This is caused by the normal swelling of capillaries in the cervix, which can burst when irritated during sex. While such spotting or bleeding is generally nothing to worry about, you should still mention it to your doctor or midwife.
What's more, there's typically no chance of hurting the baby during sex because the amniotic fluid and your cervix protect him. But one caution: If you have oral sex, your partner should not blow air into your vagina, as during pregnancy this can cause an air bubble to block a blood vessel.