Mercury, a highly toxic element, can pose significant threats to both the nervous and immune systems. Pregnant women are advised to avoid fish with high mercury levels, including shark, swordfish, king mackerel, tuna (especially bigeye tuna), marlin, tilefish from the Gulf of Mexico, and orange roughy. Opt for low-mercury alternatives like salmon, shrimp, and trout to meet your omega-3 fatty acid needs safely.