All women should take folic acid (folate) before conception if possible and certainly as soon as they know they are pregnant. This reduces the risk of having a baby with a spinal cord defect, such as spina bifida.
It's a good idea to consider starting iron and calcium tablets after the first three months of pregnancy. Iron is important because your developing baby is taking the iron it needs from you, which puts you at risk of anaemia (iron deficiency). If you become anaemic, even normal blood loss at delivery could be dangerous. Calcium is important in building your baby's bones and in maintaining your own bone health. The standard daily doses are about 100 mg of elemental iron and about 1500 mg of calcium. To get the most benefit, take the calcium and iron at different times rather than together. Iron is best absorbed on an empty stomach, but you can take it with food if you need to. Foods rich in vitamin C, like citrus fruits, increase the absorption of iron, but milk, coffee and tea have the opposite effect. If you find that your iron supplement constipated you, it's best to try a different preparation and perhaps drink more water or prune juice - don't just stop the iron.