Heidi found out she was pregnant on their honeymoon after being told she wouldn't fall pregnant naturally. (It happened the very first time they tried)
Heidi faced enormous challenges around accepting her pregnancy, and in this ep, they talk about her anxiety, identity crisis, body image issues and the fear around losing the baby. 
The first few months of pregnancy, Heidi didn't let anyone talk about it because she was processing the HUGE changes in her relationship to come, her career and her identity as well as feeling sick 24/7.

 

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