Is it dangerous if I have a fever while pregnant?

Yes. A prolonged high fever, esp. In early preg. Can result in risk of damage to the developing infant. How high is too high? Certainly over 104 but i would treat any fever esp. Over 101. This is the reason we discourage hot tube use, over 100 for over 10 min.
Depends on situation. The low grade fever of a uri, sinus infection or UTI would likely have no effect while the same fever with a flu, rubella, enteroviruses etc may be worrisome. The difference comes not only from fever but also if the germ has a blood phase and could get to & infect the developing baby.