You can eat coconut if it is cooked (which in the case of a biscuit/cookie, it would be!). There is certain seafood you cannot eat (king mackeral, shark, some shellfish). You also should not eat deli meat as you can get listeriosis.
Other than that, I'm not sure!
No, that's an important question. Here are a couple of links I like about what to eat or not eat.
http://www.marchofdimes.com/pnhec/159_826.asp
http://www.marchofdimes.com/professionals/14332_1152.asp
I haven't heard anything about not eating coconut so I'm not sure about that.