Thanks. Giving it a try.
How does she get pregnant? I read that it's caused by tentacles, but where are said tentacles?
Theoretically, anything that can cum in her womb has a chance of impregnating her. You have birth scenes for tentacles and fish-men, for example, that I can remember. That said... I'm pretty sure that she can't get pregnant until you finish the prologue and rescue her mother. The giving birth bit is tied to the city's hospital, and you don't get access to that until the mother is rescued. I also don't know how many of the pregnancy variants are implemented.
Btw, the mother can get pregnant too. Though it's a tad more complicated to make that one happen...
Also, for the tentacle pregnancies, at first, they're tied to the defeat scenes and can't happen in battle. This is because the intensity of what the enemies can do to the girl(s) in battle is tied to the fallen level of the girls... and that's mostly tied to Loki at the moment.
As for where the 1st tentacles are, you'll run into them once you get in the sewers after passing through the ghoul area...
However, it's when you get access to the city and guild, and thus the repeatable "hunt tentacles" quest, that you'll really be able to get the sexy valkyrie impregnated.