Are there any health risks I should watch out for with my cat?

It is likely that the early pregnancy will adversely affect her health but it is different in each cat. I would feed her a premium quality cat food like Wellness or Innovo and make sure she has her annual well-kitty check-ups. If it does affect her kidneys, a quality food will help a lot because they have less filler and are lower in the ingredients that can cause kidney issues in a totally healthy cat. Also be sure she has water available in several bowls around the house. Cats often prefer to drink and eat in different rooms.