I've had three babies and exercised through all three of my pregnancies, well, except when I was barfing 24/7.
The general recommendations for exercising when pregnant are to not exceed your current fitness level. In other words, don't go for any personal bests right now, just try to maintain and make small gains.
Your ligaments are loosening, you are growing a baby and a placenta, and your nutritional needs are going to increase dramatically. You need to be aware of your heart rate and your body temperature because if baby needs more oxygen or can't cool down, that's bad. Also, be very careful about anything that might cause you to impact anything. Placentas can be touchy and if it detaches, the results are tragic.