Hey mama,
First off, congratulations.
It’s normal for you to be dehydrated first thing in the morning and therefore the colour of your pee - despite you drinking lots before heading off to bed. Do note that your body needs a lot more water now - the amniotic fluid for baby alone contains mostly water :) The increase in certain hormone levels can also cause this to happen.
I thought this was a really interesting read and thought you might like to have a look:
https://www.healthline.com/health/bright-yellow-urine
Hope this helps and take care!