Is there anything wrong with taking 1000mg/day of magnesium while I'm pregnant?

No. Magnesium will also helps counter pregnancy's tendency for constipation and leg cramps. Decrease the amount if you get very loose stools.
Possibly. If you have kidney disease, magnesium is not advisable. If you have magnesium deficiency, intake will be ok even if pregnant. Intake of magnesium otc without appropriate reason may be deleterious with or without pregnancy. Note high magnesium in blood causes abnormal heart rhythm.