Pumping while pregnant

Is there anyone pumping while pregnant? I asked my doctor and she gave some weird answer about knowing how to properly store the milk... i was more so wondering what kind of effects it would have on the baby lol. With my first i just remember it being really hard to creat a surplus in the beginning and i wanted to try to get a start this time as long as it wont do any harm. Any advise from you ladies that have done it would be great thankyou!