I have been pondering over situations on how a Female Dragonborn would cope with pregnancy but also how especially the lucky/unlucky father-to-be would be affected by this. Then Cicero popped into my head.

There will be sex of course but my only concern is how it would be carried out.
There is also the issue on where the child would be born & who it will be brought up by.
Seriously though with the Dragonborn being assigned constant quests with enemies at every turn she wouldn't have the time and to be a source of attracting danger, she wouldn't want her child to be endangered.
As for Cicero... well he would know it himself that he isn't a great father-figure to be for his child & he wouldn't want to endanger it with his lunatic, sociopathic behaviour.

Bonus Cookies if...
- The Dragonborn would become hot & bothered after she & Cicero witnessed two dragons copulating; she of course will take it out on Cicero to the point of scaring him at some moments.
- The place their child will be born would be either Jorrvaskr (with the overly protective, mixed-emotional Companions) OR the Dawnstar Sanctuary (can you imagine how their dark siblings & Night Mother would react to it).
- That Cicero would threaten anyone that means potential harm to his Listener & child (even if he is outnumbered and he is imagining/over-reacting).
- I would love it if the Graymanes would raise their child, occasionally dropping it off with the Companions to be babysitted & hopefully become an honourable Companion one day.