Have you ever craved to eat really weird things? Like sand?

No. What you are describing is Pica. The reason that some women develop pica cravings during pregnancy is not known for certain. According to the Journal of American Dietetic Association there may be a connection to an iron deficiency. Some speculate that pica cravings are the body’s attempt to obtain vitamins or minerals that are missing through normal food consumption. Sometimes pica cravings may be related to an underlying physical or mental illness.