I rode Test Track while 9 weeks pg. My doctor (a HUGE Disney World fan) gave me the same basic advice as the previous poster's gave her. I'll mention that this was my 5th pregnancy and I had always had textbook easy first and second trimesters during my pregnancies. I had ridden TT several times before so I knew when to expect the roughness and was prepared for it. During the early stages of pg, that baby is extremely well protected by fluid. I've had friends go through car accidents, a fall down a flight of stairs (that broke bones), and a fall from a horse with no effects on their first trimester pregnancies.
My doctor told me that he wouldn't recommend me going on rides with long periods of high gravitational pull (like Mission Space). He was fine with me doing Splash Mountain, Big Thunder Mountain, Space Mountain, etc. I did choose not to do the roller coasters but did ride Splash Mountain.
ETA: I've been to numerous amusement parks in addition to Disney while pregnant. I swear that 95% of the rides have the "do not ride if pregnant" warning -- including Merry-go-rounds and kiddie trains at some parks. Like a pp stated, it's to avoid litigation. Having that warning on most rides makes it difficult to make an informed decision. I choose to follow my doctor's advice since he's the pregnancy expert and he knows how my body handles pregnancy.