Non diabetic women in the last trimester of a pregnancy can have very low glucose levels. One study found an average in the 3s.
The NICE guidelines reflect this but note the bits in bold, they are important.
Recommendations for target ranges for blood glucose during pregnancy
Individualised targets for self-monitoring of blood glucose should be agreed with women with
diabetes in pregnancy,
taking into account the risk of hypoglycaemia.If it is safely achievable, women with diabetes should aim to keep fasting blood glucose
between 3.5 and 5.9 mmol/litre and 1 hour postprandial blood glucose below 7.8 mmol/litre
during pregnancy.
http://www.nice.org.uk/nicemedia/live/1 ... /41320.pdf
So as Ken says you should ask your health care team what your individual targets should be.
Targets may very well differ according to your treatment (you haven't said what that is, someone on insulin is obviously far more at risk of falling below 3.5 so there might be more caution in their targets )
Given the fact blood glucose meters are not that accurate 3.9 isn't really any different to 4mmol.
I hope you just got on and had your breakfast without worrying.