Flu shot while pregnant?

I feel like my work is bullying me into getting the flu shot this year, and it's gotten to the point where I always feel on edge at work. They say it isn't required, so then why are they still nagging me about it? I've only had the flu shot once in my life and ended up sick that year because it was a different strain of virus. Now that I'm pregnant, and in the first trimester, I'm really nervous about anything happening and I don't want to take any risks. It's not that I'm against it, it's just something I'm not interested in doing so early into my pregnancy but I'm worried they might make it mandatory or fire me for it.