Cravings for particular foods during pregnancy is very common, and they are experienced by most pregnant women at some point during the pregnancy. That being said, there is no good explanation for where cravings come from.
Some have hypothesized that hormonal changes associated with pregnancy induce the cravings. This may be true a general sense, but it is not a very specific explanation. Similarly some have hypothesized that the cravings are directed at particular physical needs of the pregnant woman. This might be true for a few cravings (like craving ice cream because your body needs calcium) but it has mostly been disproved for most other types of cravings.
One likely possibility is that craving result just from a generally heightened awareness of your body. During the pregnancy, you are focused on all of the new inner sensations, and this may also lead to focusing more on feelings of hunger and food tastes.
This combines with a strong cultural conditioning about cravings. We are brought up learning that part of being pregnant is to crave foods, and so this obviously affects our behavior.
Regardless of the cause of cravings, the bottom line is that they are not harmful and are experienced by almost all pregnant women!