Ha! Broad question as every pregnant women would probably have an endless list!
Universally speaking, I think most women stress about the following
1) health of baby: fear of miscarriage, proper progressive growth of baby, genetic/ chromosomal issues, etc
2) money: maternity leave pay ( or lack thereof), question of returning to work or not after baby is born, part time vs full time, affording stuff for baby( from diapers and formula, to dance lessons, to vacations, to college savings)
3) labor and delivery: even if its not your first, you worry about this! The unknown, when will I go into labor, how fast/long will it be, will baby be stressed in the process ( back to health of baby concerns), fear of c section or other intervention, PAIN!
Those may be a few broad bullet points, but I would bet MOST pregnant people would have those overall concerns stressing them