Just take it easy because you're pregnant right now..walking is good..drinking plenty of water..light weights are also ok..and eating healthy is key..it's
Try doing the diabetes/gestational diabetes diet...the basics... limit carbs intake to 30g per meal, cut as much sugars as possible (I drank fruit juices, soda, Starbucks coffee loaded with sugar, ate ice cream and candy-- and eliminated 95%), and they have a lot of awesome recipes on pinterest... I was told I have GD and was forced to change my eating habits to diabetic eating habits and have lost weight... I haven't gained anything this pregnancy and I'm 36 weeks pregnant... I'm actually down 6 lbs from pre-pregnancy weight... walking also helps (and it helps prepare your body and pelvis for labor and delivery)
Yoga and Pilates are both great exercises! Don't be afraid to work out while pregnant. It's really much better for you and baby than doing nothing. As far as diet, cut out processed foods and soda! Those are the biggest things you can do. Good luck!