I have a cold, a cold I can't treat with plentiful amounts of over-the-counter offerings. I want so badly to take things that would offer me some refuge from this. I can honestly say that a pregnancy cold is something more insidious than your non-preggo cold. You're already more tired and achy than normal, so throwing cold symptoms on top of it without the ability to take whatever drugs you want for it, you're in for a bad time.
I don't normally get sick, but pregnancy does lower your immune system, which is to protect your fetus from being attacked as an intruding force. And that sorta makes sense. "Hey you! Yeah, buddy, you who's feeding off the organs there! Knock it off! Pew-pew!" A lazier immune system that'll give this foreign body a pass is something of a must. Too bad getting sick fast and hard goes along with it.