If you want to tell your spanish speaking friends or relatives that you are pregnat you must use the following sentences:

-Estoy embarada
(this is the most common way to say it, it means 'I'm pregnant')
-Estoy preñada
(it means 'I'm pregnant' too and although the words are quite similar in English and Spanish, this one can sound a bit rude)
-Estoy encinta
(it means the same but is less common)
-Voy a tener un bebe / Vamos a tener un bebe
(I'm going to have a baby / We are going to have a baby)