My TSH level is 4.0 but have reg periods not on any meds. Is it safe to try to conceive or is it harmful to the baby? Can I be on meds during pregn?

See Endocrinologist. If 4 is above the normal reference range for your lab, and your ft4 levels are normal, you may have 'subclinical hypothyroidism. An additional blood test to look for tpo antibodies may help your dr decide if treatment is necessary. Treatment would be levothyroxine, and at correct dose, does not harm baby. If you needed levothyroxine and did not take it, it can harm baby.
Thyroid and preggo. The more important value for your thyroid function is your t4. If you have hypothyroidism that is not treated, the baby can get mental disabilities, such as learning delays, and may not grow well in utero. The meds used to treat hypothyroidism, like synthroid, (thyroxine) are safe to to take, and should not be discontinued during pregnancy.
Thyroid is complex. In our lab, that TSH is normal. If it is high, there are some additional labs that should be done to see if your thyroid is actually abnormal. If your thyroid is abnormal, it puts you at increased risk for infertility, miscarriage, learning disability in baby so medication is necessary.