J.G.
I doubt she is feeling weird about the before marriage pregnancy other wise they would be rushing off to the altar yesterday. I think if you don't bring it up it probably won't be an issue. Welcome her. Treat her like you would any excited mom to be. She's probably nervous and scared and needs all the support she can get. She may not be "legally" your family member yet but she is as close as you can get. Treat her like she's your sister in law already and bring her into the family loop. The best gift you can give her is your willingness to be close to her and not be judgmental over their choices. But if you feel the need to give her a great gift, I loved this little gadget called the Itzbeen. It's a little time keeper that has buttons for diapers, feeding, sleep, and "extra". When you feed the baby you hit the button and it will start counting. So later on when she asks "how long has it been since the baby ate?" She can look at the Itzbeen and see. When you first have a baby your brain is so fuzzy it's hard to remember things like that. It was great to have a tool that could help me figure out why my baby was fussy. Being a new mom I didn't know a hungry cry from a tired cry so it helped so much! I think you can still find them on-line at Babies-r-us or you can get them at the store at USA baby. They run around$20.
I still think the greatest gift you can give her however is your acceptance and happiness over the two, her and the baby, newest members of your family. And she will really notice be thankful if you help the others in your family accept her too. If someone raises issues stick up for her and be her ally.
Congrats on being such an open hearted and minded individual! We need more people in the world like you!
Smiles,
Jen
http://www.mommysjoy.com