I suspect your doctor would rather you chose a low impact exercise option. The best practice thinking changes over time but when I was pregnant with my first child my doctor was happy for me to run (outside) so long as I kept my heart rate under 140. Ask a few more questions so that you understand why those recommendations are made.
Some people find cycling uncomfortable later in their pregnancy when the bones start to loosen... just go with the flow and listen to your body.
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