Body Pump should be fine. Make sure you go to your Dr and get the ok from him and tell your instructor as well. There will be adjustments you need to make but not till your pregnancy progresses. As long as you start out sensibly with low weights and do the lower options you'll be fine

Good for you for wanting to be fit during your pregnancy! Pump is great, I did it till I was 38 weeks and I recovered far faster with my last pregnancy than the previous ones.

Good luck hth!