I watch workout videos on YouTube & follow them.. the pregnancy ones..
Walking is apparently good for you and you can do yoga or pilates. There are some specific pregnancy classes you can do.
I am 23 weeks pregnant and went back to the gym yesterday. The trainers told me im ok to do almost anything i was doing prior to falling pregnant but not to do anything that puts extra strain on the core or anything that gets your heartrate over 145bpm.
Yoga is very relaxing and makes you sweat a lil. So that helps.