Do I need to change my diet for pregnancy?

No. If you are already eating a healthy, well balanced diet, then you don't need to change. There are some changes in mineral and vitamin recommendations that can be supplied through a prenatal vitamin. You do not need to "eat for two." the increased calorie requirements during pregnancy amount to approx. 300 cal/day which is not a significant amount.
Just eat right. Good fats such as olive oil and coconut oil are fine in sensible amounts. Eat a rainbow of organic vegetables and just enough protein. Eat complex carbohydrates, avoid sugars and limit flour products.