I too got completely unfilled when I found out I was pregnant. I ended up gaining really fast - it was crazy! I think it played with my hormones and I ended up miscarrying. Next time, I'm leaving my fill in or just slightly unfilling. I don't think rapid weight gain can hurt the baby, but if you're someone who had heavy periods with lots of clotting, then I would be very cautious about gaining weight to quickly. I think it's all ties into the hormones.