How can I expect my hair to change in pregnancy?

It shouldn't. But may fall out after delivery. That is normal.
More Thicker Hair. Hormonal changes (estrogen) stimulate more hair growth and also decrease hair going into a resting phase where you can't see it. This results in a thicker, more dense hair pattern. Unfortunately you will temporarily lose the extra hair accumulated after delivery. It will grow back, but may take up to one year; longer if breastfeeding which postpones ovulation and estrogen production.