What Causes Dizziness, Tingling In Extremeties, Shaking Arms And Hands?

I just found out we are expecting our 3rd child, I am anemic, so I am sure to take my iron supplement daily, but have also been having dizziness, tingling in my extremities, and a shaky feeling in my arms and hands. I have never dealt with this before in my previous pregnancies, I am currently 30 years old in pretty good health otherwise, I this normal or something I should be worried about? I have read somewhere that this could be a calcium deficiency, which normally I dont drink alot of milk but have since been craving it lately, like I just cant get enough, could this be the problem? Please, anything would help @ this point, Thank You