When you're pregnant for the first time, everything is new, exciting, and of course, slightly terrifying. You've never done this whole "growing a human" thing before and more than likely, you're feeling an insane amount of pressure to "do things right" and keep the tiny person inside you as safe and healthy as possible. You're probably frantically searching for common risks of first time pregnancies, in an effort to rule out all of the fears that you obsess over, and believe me, wanting to know all of the risks, but being equally terrified of them at the same time, is totally normal.
Although all pregnancies have some small level of risk, there is not usually any elevated level of risk involved just because this pregnancy is your first. In fact, according to the National Institute of Child Health and Human Development, risk in pregnancy is determined by preexisting health conditions, age, lifestyle factors, and conditions of pregnancy. The fact that it's your first pregnancy doesn't automatically put you at risk, so you can rest easy on that front.
The most common risks that pregnant women face have more to do with their health — for example, some women are more genetically predisposed to gestational diabetes — lifestyle (Do you smoke, drink, or do other behavior that could be risky to baby?), and age. The most common risks are discussed in detail below, but remember, no matter where you fall on the "risk spectrum" unnecessary worry isn't healthy for you or your baby.