You didn't get it. You'll want to get a flu vaccine, because catching the flu while pregnant won't just make you feel miserable -- it also could increase the chances of delivering prematurely. athe CDC also recommends a Tdap (Tetanus, Diphtheria, Pertussis) vaccine if you have not already had one.
It's generally not a good time to get other shots, though. Unless you're at high risk for an illness, you should hold off on any other vaccines until after you give birth.