A crisis pregnancy is any situation where it feels like being pregnant is a crisis. This may be if you are unexpectedly pregnant and do not feel like you are prepared to have a baby. This can also be if your baby is desperately wanted, but you feel that you cannot provide for them for some reason.
A crisis pregnancy does not have to be a crisis starting from the moment you found out you are pregnant - for instance, perhaps you and your partner were eagerly planning for this baby but something changed, like your partner walked out or you lost your job.