No in fact not a problem at all in 1st pregnancy, it is all subsequent pregnancies. If you get a sensitising event in the 1st pregnancy (or 2nd/3rd etc) eg a bump, fall or bleed and the baby's blood mixes with yours (and the baby is Rh positive it has no effect on that pregnancy). If you didn't have anti D which finds any positive blood and coats it buffering it in your blood, it can stay in your circulatory system and the next time you get pregnant (if that baby is negative) the positive blood in your system can start attacking the new forming embryo. Hope that makes sense.