I had a lot of thick hair before I was pregnant and didn't notice much difference while I was pg (it was summer so my hair was always puffy and bigger anyway). A couple months after having DD, my hair was falling out like crazy, now 2 years later it's a lot thinner than it ever was. My hairdresser (who's cut my hair since I was little) even commented about how I have about half the hair I used to.
I think you normally just lose the "extra" hair your body keeps during pregnancy. It will stop.