I don't know if this means anything but...

One of my Prego rats keeps chasing her own tail. Might this be a sign of something with her health? Or is it a normal behavior for some?

Sounds like an inner ear infection, or a neurological problem.
If it's a new behavior, it's probably an infection.

Some females decide they are going to nurse and nest their tails like a pup. Could be what she's doing and it's not uncommon.

She is healthy as a rat should be. Vet checked her ears and gave her a full once over. Nada. So I was watching her a bit closer lately, and lo and behold she is actually trying to catch her tail, not just chasing it. So i will assume it is as bokuza said, she is trying to nurse and nest her tail. LOL Crazy rat!

There you go! You might see her picking it up and trying to move it too, this is OCD. What you need to do is get her some chew toys or something to distract her, and she'll be all better.

Just give her some cardboard, some veggie scraps, stuff to distract her so she'll forget the tail, and lose the OCD. ;)

She's showing great Momma signs. Throw in a few toys and a chew, lots of paper towel strips and extra bedding. When I have OCD preggos I throw in a tissue box with paper towel strips, two chews and treats all around the cage. They go crazy and do everything they can to hoard it all into the box. Pregnant females sometimes chase tails due hormone overdrives and a lack of distractions generally.

I have thrown in a fresh brussel sprout, half a stalk of fresh asparagus, a baby carrot, a toilet paper tube, and some pieces of toilet paper. She seems happy as a lark with so much to do!