I'm pregnant and my arms and hands have been breaking out very bad. They are red and rough and burn very bad, does anyone have any ideas?

See dermatologist. There are several rashes associated with pregnancy pupp, pruritic gravidarun, and herpes gestations. These are not localized to the arms. The first two are uncomfortable but not serious. The third can affect the baby and is usually characterized by blisters. This is probably an eczema which has flared during pregnancy. Until you are seen use Benadryl (diphenhydramine) and aquaphor.
Contact dermatitis. You may have had an exposure that only affected your arms & hands. I don't believe it's pregnancy related. (there is a pregancy rash called p.U.P.P.P. That is very 'itchy' usually on the abdomen). It is safe to use over-the-counter Cortaid (hydrocortisone) to relieve the redness and discomfort. But, please notify your OB doctor before taking any new meds.