Eveything is okay. Just another symptom of pregnancy dear!
I had itchy dry breasts and stomach through my pregnancy, and all i could do is rub baby oil on them to prevent the dryness and therefore stop the itch. Try not to itch though, as the itchiness could be stretch marks forming and itching will make them worse. The baby oil will also prevent you getting them on your breasts and stomach (i didn't get any anyways).
Hope that helps you, and good luck for the birth if your bub!