There are several issues to consider when going to an amusement park while pregnant.
The first concern, and perhaps the most overlooked, is the risk of physical exhaustion and dehydration. If you go to an amusement park while pregnant, make sure to take it easy and keep full of lots of fluids.
There are certain rides you should avoid at an amusement park while pregnant. These typically are roller coasters and spinning rides, or rides with jerky movements. Many parks will actually prohibit a pregnant woman from riding such rides. Disney, Six Flags, Busch Gardens and even your local state fair all pose warning signs not to ride certain rides during pregnancy. The danger with these types of rides is that the rigorous activity on these rides creates additional jarring forces within the uterus that may lead to premature separation of the placenta from the wall of the uterus, which is called placental abruption.
During pregnancy may be the time to enjoy some of the less physically stressful features in a park, such as exhibits and shows.