No, almost every book on pregnancy that I have ever read (and all three doctors that I had) say that the extra calories are not needed until the second trimester. In the first trimester, all of the growth is mainly structural-such as all of the organs developing, etc. and not the baby's size too much. The second trimester is when the baby really starts increasing a lot in size, so that is when the calories are needed.
In the first trimester, my only weight gain really, was my boobs. (They always go up a cup size in the first trimester.)
Of course, if you are hungry, you should eat. But, there is no reason to eat for two, calorie wise. In the second and third trimesters-it's more like eating for one and 1/4.