The quote "I was pregnant with poverty" comes from Dick Gregory's novel Nigger. Here is the complete passage:
I was pregnant with poverty. Pregnant with dirt and pregnant with smells that made people turn away, pregnant with cold and pregnant with shoes that were never bought for me, pregnant with five other people in my bed and no Daddy in the next room, and pregnant with hunger.
The term pregnant refers to one being fraught (destined to result in), filled, or abounding. In this sense, Gregory uses the term to mean that he (given the text is auto-biographical) is filled with poverty.
Everywhere that Gregory turns, he sees that he is stereotyped. He is poor, he smells, he possesses only hand-me-downs, he must sleep in a bed with five other people, he is hungry.
The quote from the book depends upon the image of a pregnant woman whose belly is swollen with a child. Instead of being literally pregnant, Gregory is figuratively pregnant. He cannot escape his poverty in the same way a woman is unable (outside of abortion) of escaping the swollen belly a pregnancy brings.