If you were very lean before pregnancy I would wonder, but if you suffered or are suffering a lot of morning sickness chances are you are losing some weight and baby is balancing out with the gain.
I'm overweight and am very conscious of my weight and haven't gained more than a couple lbs, but all is well with baby to this point.
My Ob prefers I not gain any, so by maintaining a healthy diet I am losing my weight and the baby is gaining it back, so in the end I may be lighter than I began!
If your doctor or mw is not concerned I wouldn't worry.