While preparing for your baby, getting on a good pregnancy exercise program will be one of the best things you can do.
There are many different forms of pregnancy exercise you can do, but one thing that is common to all of them is that they are not too taxing on the body. While you definitely should keep your workouts up, try not to push yourself overly hard during this time as you will risk not only your own health but your growing baby's as well.
Yoga is a great pregnancy exercise to perform because it is low intensity in nature and will provide you with many relaxing benefits. It will also help to utilize your body weight as a means to developing strength and since your body weight is going up during this phase, that will likely provide enough resistance you need to challenge your muscles.
Doing some low intensity cardiovascular work is also a smart plan because it will help you burn calories and stay in shape. Too many women gain more weight than necessary during these nine months, making it much harder to return to their former condition after the baby is born. By paying a little more attention to the foods you are eating and being sure to burn so many calories per week you can keep the weight gain more under control.
Resistance training is another good option however you should beware of some exercises. In particular try not to perform any that will place a lot of stress on the lower back. This would include movements such as a military press, deadlifts, or potentially bent over rows. Also watch out when you perform any exercise that you do not start curving your back, as this will place additional stress on the lower vertebrae (this is common when doing the bench press for example).
Lastly, avoid any activities where you are laying directly on the stomach or flat on your back. This will again put unnecessary pressure on both your body and on your developing baby. While you may be able to do a few of these movements in the first trimester, by the second and third they will definitely want to be avoided.