You can color your hair, make sure there is good ventilation, it does not go into the body or anything else. I've been doing hair for years you are fine. My doctor even said you can in the first trimester, but if your nervous wait but u are fine to color your hair
I was told if you're concerned about the baby in the first trimester to wait until you're in the second one... :)
You should Use the no ammonia hair dye while pregnant, if you really must dye your hair.
Apparently there has been no studys to confirm this. But i was told by a hair dresser that its best not to dye hair as wot ever u put on ur body etc seems into your blood which then carrys this to the baby. You could always ask at a health food store as they apparently have natural hair dyes. Good luck