Education
If you become pregnant under the age of 16, the law says you have to remain in education. This doesn't necessarily mean at school (though you are entitled to if you want to), but it could mean being educated elsewhere, such as a specialist young mums unit, or possibly at home by a tutor. You will be able to speak to your Education Welfare Officer about the different options available to you and what would be best for you.
If you are over 16 and become pregnant, this doesn't necessarily mean you can't continue your education and there is support to help you to do this. The 'Care to Learn' scheme is a funding scheme whereby you can claim childcare costs and maybe travel costs whilst you are in learning (see the 'Benefits' link in the 'Setting Up' section of the site for contact details).
Learning whilst pregnant can be tough, you might feel tired or have morning sickness, and this might mean missing lessons or coursework deadlines. Discuss these sorts of things with teachers/course leaders as you might be able to get help in changing dates etc. to fit in with your pregnancy. Your Connexions PA may be able to support you in these discussions too.