If you already train and work out at the gym regularly, then a simple adjustment to your training should see you through the first few months of pregnancy. But be careful during these formative months, and remember the general rule of thumb tends to suggest that you shouldn’t ever be out of breath during exercise.
If you find it hard to restrain yourself while working out, walking and swimming are ideal because they will for the most part keep you at a low intensity level workout.
In the last few months of pregnancy, you should avoid all exercises lying on your back, and obviously at all times you should avoid exercises that could cause physical injury – labour is difficult enough without the addition of that!
You should be able to maintain gentle exercise throughout the pregnancy, and it is more often than not a good thing to maintain. The best advice will come from your doctor, who can advise in detail what will work for you and for how long you can continue it
There are prenatal yoga classes which will guide you through what is ok and what is not, and if you can afford it, a personal trainer would be a great help to guide you through exact exercises and to ensure you maintain your health throughout the pregnancy and after.