I can't tell you all of the risks involved, but I would like to encourage you to see the pregnancy through. I had a dog (well my mom really) that got pregnant on her first heat (this was the first female dog my family had owned and didn't even realize that they came into heat so soon.) Not only that but the male that mated with her was more that TWICE HER SIZE! I was about 9 or 10 and so my mom handled the medical checks and stuff like that. Well, she ended up having five healthy puppies on her own at home. I know this isn't the case for everyone, but I just wanted to let you know that a dog can have a good litter on her first heat.