I loved the JT album when I was five, and my parents would play it for me in the car, whenever we went anywhere. Apparently, I was well behaved only when it was on. However, I personally don't think a rock concert is the right place for children, even if they like the music. Personally, I was scared of loud noises, like a lot of kids are. My parents took me to see fireworks, and to this day, I'm still afraid of them. Putting aside tramatizing the kids, what about the other people at the show? I wouldn't care, but there are people in the world who would not appreciate it.
As far as going to a concert while pregnant, I would ask my doctor if it was okay.