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Oh bless you (and congratulations!)
The main risk while pregnant is toxoplasmosis, which perhaps your GP or midwife discussed? If not here is some more info:https://www.tommys.org/pregnancy-information/pregnancy-complications/infections-pregnancy/toxoplasmosis-pregnancy
The rest is just common sense like keeping babies and cats separate and monitoring when together. A 'cat net' can be used over moses baskets and cribs to prevent cats from jumping in.