The most important consideration is the D antigen aka Rh antigen which doesn't affect the first pregnancy, as others have said. If mom is Rh- and dad is Rh+, there is a chance that the fetus is Rh+. During pregnancy and especially during childbirth or miscarriage, the mother and fetus exchange blood. Mom's body recognizes the fetus' Rh+ blood as foreign and generates antibodies against this factor. This won't affect the initial pregnancy. However, if mom gets pregnant again with an Rh+ baby, then the antibodies will cross the placenta and attack the baby's red blood cells, causing a disease called hemolytic disease of the newborn. Its a serious form of anemia that can kill the baby.

This is why Rh- moms are given Rhogam, an antibody against this antigen. The idea is that during that first pregnancy, the Rhogam will "hide" the Rh antigen from the mother's immune system, preventing the formation of those antibodies and protecting future pregnancies.