Headaches and fainting while pregnant

Yesterday I was about to faint while I was in the shower , I am 14 weeks . I was showering with really warm water & I felt my body get hot and my vision was going blurry I got out right away and went to my bedroom where it was fresh . Keep in mind I’m a really small girl I’m 5’0 and right now I’m 94 pounds I’m underweight it’s really hard for me to eat since I’m so picky on food and if I don’t like something I’ll gag , any ideas on how I can gain weight or if someone has the same problem ?