Baths during pregnancy are perfectly safe. And in fact if you find you can't sleep try taking a warm bath before you go to bed. However, you may want to take a few precautions to ensure the health of your baby.
The water you bathe in should be no warmer than 100 degrees fahrenheit, that's about 40 degrees centigrade. Bathing in warmer water can cause congenital abnormalities, especial neural tube defects in the fetus.
As your balance changes during your pregnancy, especially in the second and third trimesters, make sure that there is someone at home when you bathe. It is easy to slip and fall during as your center of gravity changes
Finally do not bathe if you are leaking amniotic fluid. Be sure that you take a warm shower before going to the hospital.