It might be a good idea to get your blood pressure checked, the baby can cause all sorts of changes in your need for oxygen, and most ppl's heartrate increases by about 15% when they are pregnant. Low blood pressure can cause dizziness, but anything as simple as a head cold can become extremely inconvenient when your body is dealing with pregnancy as well.
I've had a cold these last two weeks (can't shake it off because the immune system is depressed) and the stuffed head makes me dizzy every time I bend down to empty the dishwasher!

Kerrie