This is my first pregnancy, how can I make sure my food allergy doesn't cause malnutrition for my baby?

Healthy variety. Babies are great at stealing the nutrients they need from you while you are pregnant. It is extremely difficult to cause malnutrition in the baby based on mom's diet. Food allergies are unlikely to cause problems, just make sure you are getting a good variety of proteins, whole grains, veggies and fruits from the foods you can eat.
SUBSTITUTE FOOD. If you are allergic to any food, sustitute with another non allergic food to avoid malnutrition.