Walking: One of the best cardiovascular exercises for pregnant women, walking keeps you fit without jarring your knees and ankles. It's also easy to do almost anywhere, doesn't require any equipment beyond a good pair of supportive shoes, and is safe throughout all nine months of pregnancy. Swimming: Healthcare providers and fitness experts hail swimming as the best and safest exercise for pregnant women. Swimming is ideal because it exercises both large muscle groups (arms and legs), provides cardiovascular benefits, and allows expectant women to feel weightless despite the extra pounds of pregnancy. Low-impact aerobics: One good thing about an aerobics class is that it's a consistent time slot when you know you'll get some exercise. And if you take a class for pregnant women, you'll enjoy the camaraderie of other moms-to-be and feel reassured that each movement is safe for you and your baby. Yoga: Yoga can help maintain muscle tone and keep you flexible with little if any impact on your joints. But you may have to augment a yoga regimen with walking or swimming several times a week to give your heart a workout.
Walking and swimming are excellent to keep you exercising gently. Do not get too vigorous with your exercising from the second trimester onwards, especially. Check within your family to see if there is any history of aborted fetuses or miscarriages, in which case don't do any formal exercise at all - take it easy and just rely on your normal activities.
They always say to just do your normal routine, and if that normally includes exercise then it's safe to do. Just don't start doing any vigorous activity that you are not already used to doing. I just found out several days ago that I'm pregnant. I normally run on the treadmill and lifts weights. I haven't changed anything that I normally do since I'm used to it already