Does pregnancy increase heartburn

Yes. Many women suffer from severe heartburn and acidity only during pregnancy.  For most women, these ailments disappear after the first trimester, but for some women these could persist upto 6 months or more.  The most important thing you should remember is that not all antacids or anti-heartburn medications are safe for pregnant women.  In fact, most are not.  It is best to check with your doctor before popping these medicines indiscriminately in your mouth.
 

Is there any way to avoid acidity and heartburn

You can minimize it by eating 6 small meals instead of 3 large ones. Avoid spicy, fried and fatty foods, meat, chocolates, coffee, alcohol, spearmint, peppermint and cigarettes. When you eat, chew properly and eat slowly. Avoid gaining excessive weight and don't wear tight clothes. Sleep with your head elevated 6 inches and when bending, do it with your knees and not at the waist. Most importantly, learn to relax. If none of this helps, you may ask your doctor to prescribe a low sodium antacid.