A: Never guarantee confidentiality to a pupil, even if that ends the conversation. In some circumstances, suspected abuse, for example, you are obliged to pass on that information to your school's "designated teacher".
Make your position clear from the outset. Your relationships with pupils are professional, not personal. Keep a distance, and work within the school's procedures. Don't make promises that you may not be able to keep, or offer hollow reassurances.
A possibly pregnant pupil needs full and accurate information about her condition, objective guidance about her choices, and support in helping her face what she may fear to be an explosive parental reaction. Your role, as the first contact, is to guide her to those in school who can provide this.
Arrange a meeting with the school nurse, head of year, or SMT member, and offer to accompany the pupil if she is nervous.