Changing jobs while pregnant

We decided to move back to our hometown right before I found out I'm pregnant! We had been trying a while but was told DH's sperm count was low and were waiting to do <a href="">IUI</a>, but didn't have to. Only problem, I quit my job and have been interviewing for new jobs down there!! How is this going to work!? Has anyone ever changed jobs while pregnant? What about telling a brand new boss? What about insurance gaps?! I hope it all works out!!