I have been told to avoid it as well and it is in a lot of stuff! Here is an article I found on it.
The effect of MSG on the developing fetus has been the subject of many studies. Some research with mice shows that high doses may cross the placental barrier and cause damage in brain development (Intern J Neurosci. 23:117-126,1984. Acta Physiologica Sinica. 46:44-51,1994). However, this study has not been replicated in humans.

Because of the lack of conclusive evidence of any toxic effects, MSG has been classified by the Food and Drug Administration (FDA) as GRAS (Generally Recognized as Safe for consumption). It is on the list with other GRAS substances such as sugar, salt and baking soda.

MSG stands for Monosodium Glutamate. It is used as a food additive for flavor enhancement. It is literally a sodium salt of glutamic acid, an amino acid. It works by intensifying and enhancing flavor but it does not contribute a flavor of its own. MSG is not needed in foods for safety or nutritional reasons, and because it is unnecessary, it makes sense to avoid it, if at all possible. MSG is an additive that should be avoided in pregnancy, not only because it is of no use, but because it is high in sodium -- although it is lower in sodium than table salt. For this reason, it may contribute to water retention. If you are worried about how MSG might affect you or your developing baby, become aware of what foods contain it and limit your intake of them. Be a careful reader of ingredient labels and ask your server at a restaurant if MSG is used in preparing their recipes.

A small portion of the population is actually sensitive to MSG and suffer such symptoms as headaches, dizziness, sleep disturbances, nausea and vomiting. If you are among that group, you certainly want to make extra efforts to avoid this food additive.

Although you will want to avoid MSG because of its high level of sodium, please be aware that some salt is necessary in your diet. Of the expanding tissue in a pregnant woman's body, 60 percent is water; therefore, sodium is needed to regulate the movement of that water into and out of the cells.

Unless your doctor has told you that you need to restrict your salt intake due to high blood pressure or other reasons, continue to allow some salt in your diet.
MSG: Is it safe during pregnancy?