It's pretty unusual (in Canada, at least) to meet a person then marry them a month later. At that point most Canadians are still in the "getting to know each other" stage and haven't even decided whether the relationship is exclusive or not yet. Was it an arranged marriage? Why did you marry so soon after meeting? How soon after starting to date did the pregnancy happen? How long have you been married? Be prepared to answer these questions and more about your spouse and your relationship with them, as you'll likely be required to do an interview. A month-long relationship before marriage is a red flag for CIC.
You'll have to just do your best as far as relationship proofs go, but it's an uphill battle for sure. The more proof you can provide, the better in your case. No, a pregnancy does not count as proof of a relationship and will not speed up processing of your application.
Some examples of evidence to include: chat logs/call histories between you and your spouse both before and after you got married, photos of the two of you together (including photos of your wedding and photos at family events like weddings/funerals), letters from friends and family showing they know about your relationship, joint bank account statements and utility bills if you live together, receipts from hotels or flights from trips you've taken together, photocopies of cards or pictures of gifts you've given each other, a timeline of your relationship and how it developed (from both your perspective and your spouse's).. basically anything that relates to the two of you and your relationship together. You're going to want to demonstrate that the marriage is genuine and wasn't done for immigration purposes.
