Heres the government guidelines on food safety during pregnancy- some people choose to follow these very strictly, others choose to eat whatever they want. I think its a good idea to read what the 'professionals' recommend and then decide for yourself from there.
Food Safety in Pregnancy Guidelines
The main ones to avoid as a general rule of thumb are sushi, ready made salads, raw fish or meat, cold meats, raw egg, unpasteurised milk & cheese etc and obviously alcohol. But like I said, look into it yourself then you can weigh up the risks and decide what you feel comfortable with eating/not eating.
You may also want to avoid peanuts if you have a family history of allergies (food, hayfever, eczema etc).