As long as you or your DH has no family history of peanut allergies, it is perfectly safe to eat peanuts. My Midwife said that recent studies have been pretty inconclusive as to whether there's a link between consuming peanuts while pg and kids developing allergies.
I was eating peanut butter like a mad woman the first couple of weeks, but don't crave it anymore. I heard that if you are low on folic acid this could cause the craving. I also started supplementing folic acid with my prenatal vitamins, half of a pill daily. Not sure if this helped deter the craving.
My mother in law ate strawberries like crazy when pregnant with my husband, and they are now his favorite food. So, maybe peanuts will be your baby's favorite