The risk has to do with blood, and it starts with a genetically inherited factor called Rhesus, or Rh factor. When this protein shows up on the surface of blood cells, that person is Rh-positive. Meanwhile, Rh-negative people don't have it.
If a dad is Rh-positive and a mom is Rh-negative, future pregnancies can be tougher to keep — if mom's Rh-negative blood ever mixes with her Rh-positive baby's blood.
While usually not a problem during the first pregnancy, mom's and baby's blood can mix during the disarray of birth, causing mom to develop "Rh sensitization" — when she makes antibodies that may attack future Rh-positive babies, causing miscarriages.
About 2.3% of pregnancies are at risk of this Rh sensitization, but only 1% of those moms at risk actually develop the antibodies.
Luckily, a shot of Rh immunoglobulin between week 28 and up to 72 hours after a mom's first birth can prevent the problem altogether.
Source: American College of Obstetricians and Gynecologists, March of Dimes, Materia Socio Medica