I am from Canada but now live in Europe. Can someone please confirm my rights as a pregnant woman?

I was given written info in a pamphlet that you do not have to tell work you are pregnant until 3 months before you are due. This was also confirmed by my midwife. I started a new job 6 weeks ago which I was desperate for. Mainly due to some complications with the pregnancy (possible bedrest) & family history of late pregnancy losses, & admittedly because I also wanted a chance to prove myself in my new role, I only told work on Friday that I am pregnant, a month before I read I had to tell them. In Canada, I'm pretty sure this would not be a problem however, I am not sure about how things are viewed here ( I live in a Scandinavian country I had believed to have very strong attitudes on personal rights). On Friday, I was told that I was correct, I would not have been hired had I revealed my pregnancy prior to starting work. Further, I was told that my honesty will from now on be questioned. Personal integrity is essential to me and I thought I had done what was correct and right.