They didn't even check it with my last pregnancy and I have both hypothyroidism and a healthy, academically gifted little girl - her parents had her tested, so I'm not JUST a proud surrogate mother!
I can't say there are NO issues related to untreated hypothyroidism, but they're not nearly as bad as what you're probably imagining, even if you have a severe case. (And I would guess you don't or you probably would have been aware of it before you ever got pregnant.) Remember, women have been having normal, healthy babies since well before anyone even know what a thyroid was. Chances are excellent that you'll be one of those countless women, too.
Congratulations on your pregnancy, and I hope it goes smoothly for you!
(Less congratulations on your hypothyroidism; they'll check it every six weeks or so for the rest of the pregnancy, and every year at your physical from now on unless you have another baby. In which case, every six weeks again. It's like having vampires instead of doctors.)