I didn't notice much hair loss with my first, and I have crazy thick hair (have to get it thinned by the hairdresser if I want to have nice flatironed shiny hair instead of poofy craziness!) so that was a good thing. With my son, no hair loss until about 3-4 months then I was shedding like mad! At 6 months I found out I had post-partum thyroiditis! (Now considered to be hasimotos thyroiditis). So it's probably just pregnancy thing with you, BUT if you also have irregular and heavy menstruation, weight gain, tiredness, irritability or depression, dry skin on your hands, eyebrow hair loss, or other strange symptoms, get it checked out.
There could be another reason why your hair is falling out!