As I have a BMI of 40 I'm considered that (i think) and this is now my second pregancy, everything seems to go well with my babies except that they are small (bigger women usually have bigger babies) but iv usually lost weight when pregnant unintentionally so I dunno if that's why but other than that everything is fine iv never been told to lose weight whilst pregnant I just have to see a consultant (in uk) just to be monitored by ultrasound as the usual tape measure method is a bit pointless with a big belly anyway lol
I'm not completely finished with mine but I'm considered that and I'm 10 weeks. Doctors aren't too worried about my weight at all and I've lost 8 pounds since I became pregnant.