I have heard the advice not to take hot baths/use an electric blanket whilst pregnant, especially in the first few weeks as it raises your core temperature increasing the risk of miscarriage.
My brain is telling me this is unscientific bollocks, the body is perfectly capable of regulating temperature, if it wasn't, women in hot countries would have to stay in a temperature controlled environment as soon as they got PG to make sure they didn't get too hot! Surely a bath at 40 degrees is no different from being in a hot country during the summer especially as the exposure during a bath is normally no more than an hour?! 
On the other hand I am 5 weeks PG after 2 x MC in the last 15 months and terrified of losing this one too (currently keeping an eye on some bleeding which panicked me yesterday) and don't want to take any unnecessary risks however I would find a nice hot bath to be very stress relieving and relaxing allowing me to manage my anxiety a bit better. 
So great and wise MNers - what do YOU think?