It's hard to know what's going on here because you've not given a lot of info. That's okay for privacy reasons, of course. But we're going to just be guessing.
If your son was taken away, there had to be some reason. Your ex might have been a problem but CPS must have seen some evidence of a problem since you are the one who has been going through various steps. If you have completed the plan, that's great. If they have told you you are getting your son back, great. I'm sure it feels like you are jumping through their hoops but their liability is so great if they put a child back into an unsafe or neglectful situation. There have been some high profile deaths where CPS missed the signs, so it's understandable that they are hyper vigilant.
Being "a great mommy" is more than loving a child. SO you have to show you are a great mother in all the areas that they are looking at. If you are good in other areas, that may be less relevant to them. They want you to be financially stable, in a safe situation, either happily single or in a strong relationship. Depending on the circumstances of your pregnancy, CPS may or may not think this is a healthy situation. We can't tell from your post because we don't know what's on the CPS "check list" of areas where you needed to improve. Maybe everything you have done is fine, and this pregnancy won't affect that. But if you are doing things that make you appear irresponsible or are living in a substandard situation or with a man who is "questionable" regarding your son, that's another story.
I don't know what you mean when you say "my unborn baby are just consider my on they only case".
I think you need to talk to an advocate or family law attorney in your area who can look at your individual case, any documents, etc.
