Cravings during pregnancy may cause you to want sweets such as cake and candy. While an occasional sweet treat is not problematic, too much of a good thing can be bad. Your diet is especially important when you are pregnant and most cakes offer little in the way of nutritional value. This does not mean you have to skip a piece of the belly-shaped cake served at your baby shower, but speak with your doctor about the importance of eating desserts in moderation.