It's only soft cheese with rind that you need to avoid. From NHS website- Soft cheeses can contain listeria bacteria that cause an infection called listeriosis. To avoid this risk, pregnant women are advised not to eat any mould-ripened soft cheese such as brie, camembert, mould-ripened soft cheese made with goats' milk, and others with a similar rind.
You should also avoid eating soft blue-veined cheeses, including:
Danish blue
gorgonzola
roquefort