Yes, just watch your heart rate. My doctor said I was fine to continue Turbofire and T25. I drink my shake but it's more a nutrition shake than protein (shakeology.) In fact, my doctor approved it in place of a prenatal vitamin. Just talk to your doctor and listen to your body. I switched from my intense workouts to pregnancy yoga tho due to spd pain.
I started working out and eating healthy about a year ago too...I had lost 72 pounds before finding out I was pregnant, I still work out now im almost 30 weeks, I walk alot and play a workout game on my xbox kinect I just change some of the workouts so they don't hurt my stomach....I did run a little in the beginning and the protein shakes are ok depending on what kind it is, I would google it or ask your doctor!
Don't know about the shakes but its okay to work out while pregnant just dont over do it. It actually good for you and baby!