I am pregnant and I don't know if I should worry about my not eating and not sleeping well. :confused:

If you are pregnant and not eating, yes you should be very worried. If your not eating only for yourself, at least do it for the baby. Not eating can very drastically harm your baby.

Also, for the not sleeping well I'm sure many pregnant women have difficulty sleeping at times, but if you are constantly stressed out that can be a potential danger for your baby as well. Stress is not healthy for the baby, so try to relax and eat as often as you feel you need to. This is a time where your baby really depends on you for everything, and these choices that you are making now can and will affect your baby for the rest of his/her life.

How far along are you? Some women will find, early on especially, that eating can be a challenge. Later in pregnancy, sleep can often become an issue.
Obviously you need to eat, so maybe try smaller meals throughout the day, use nutritional supplement drinks if necessary until you can eat better, be sure to continue your prenatal vitamins, find foods (with as much variety as possible) that you can or will eat. Try some different morning sickness remedies if that is the issue... a little more B6, accupressure bands, peppermint or sour candy, crackers/toast when you first wake up, getting out in the fresh air, etc..

For sleep, try the standard ways to get comfortable: warm bath, warm milk, no caffiene, low lighting for awhile before lights out, no TV watching when you are in bed going to sleep, relaxing massage, using a body pillow, etc..
If you feel it is at a point where your health is being compromised, see your doctor about it.