Benefits available whilst you are pregnant
Statutory Maternity Pay and Maternity Allowance
These two benefits are dependent on you working history.
There are certain conditions regarding timescales and deadlines for application.
If you are not entitled to the above, then the new style Employment and Support Allowance is a benefit you can apply for. The conditions that apply here depend up National Insurance contributions in the relevant tax year.
Universal credit will help with your living costs.