Class B Misdemeanor, Reside in Houston TX, $50-500 in stolen merchandise, Immigration status: illegal. Age:18
8 months pregnant, Been is U.S for 10 years, Study in the U.S.

They can transport you back to your nation.

Does immigration gets involved even if is first crime?

Well you should start getting ready for a one way trip,that's if the police decides to turn you over to INS, if that doesn't happened your chances of becoming a legal resident are very low.

Now days even a DUI (DWI) can get you deported, because that person it's consider a menus to society

Oops not menus. (MENACE)

I'm former US Customs/Immigration. Yes, you can be deported "simply" by being illegal. Now you've come to the attention of the authorities. I guarantee SOMETHING is going to be done.