Some people have really bad reactions some people don't get phased at all. Talk to your doctor and Google a few things just to see what your chances my be.
Yes you can. I did twice. There has been no proven facts that it hurts the baby at all.. Just make sure it's in a ventilated area and you & baby will be fine. :-)
I got mine dyed was fine :) just make sure you get it did professionaly and tell them your pregnant.