Not all women get cravings and there is no real scientific evidence as to why some women do, though hormone changes are likely to play a part.
You can indulge your 2am desire for ice cream or gherkins (or maybe both together) without any real cause for concern but occasionally women report cravings for non-food items such as chalk. This is called Pica and you should speak with your doctor or midwife if you find yourself salivating over soap.
Eating non-food items can be harmful to you and your baby, sometimes such cravings result from an underlying physical or psychological problem and just speaking with a medical professional may help you manage things in a healthier way.
While bizarre food choices can be good fodder for funny pregnancy anecdotes remember that you will need to work harder to regain your pre-pregnancy body if you over indulge for nine months. A nutritionally balanced diet with the occasional treat is your best menu mantra.