Water supplies the volume you need in pregnancy for all the extra tasks your body performs.
By the end of the second trimester a pregnant woman has almost 150% of the blood volume of a non-pregnant woman. She notices the extra volume as engorged blood vessels in the nose, causing a natural stuffiness, and in almost constant thirst. The thirst is a good sign, encouraging her to support the extra liquid volume.
Water is an excellent choice for the needed liquids because it doesn't add any empty or valuless calories to your diet. If you don't like plain water, consider adding a small amount of lemon juice.