I had HYPERthyroidism during pregnancy. They had me meet with an endocrinologist and put on a medication for the duration of my pregnancy. I had blood tests every month to ensure my levels were accurate.
I do know that HYPOthryoidism is easier to treat in pregnancy. The medication doesn't pass through (or affect) the fetus. Depending on your levels, I would guess they'd want you to get treated, especially since the medication won't harm the baby.
One thing you might want to ask about...breastfeeding. I had problems because I produced too much milk, and my lactation consultant said the opposite can be true with hypothyroidism. If you plan to breastfeed, ask your OB/GYN if you should meet with a lactation consultant prior to delivery.
Good luck!
PS - the only way I could get into see an Endo was if my OB/GYN made the call. Pregnancy women jump to the top of all waiting lists.