Basically you are allowed to continue with your normal exercise regime providing you're comfortable and you avoid high risk activities such as skiing but remember now is not the time to takeup new sports, increase your weights at the gym, etc. You should keep your heart rate at 140 or less - that's really important. You also need to be careful that you don't overheat - very dangerous for you and bubs. Try to slow down if you're starting to feel tired too - don't overdo it.
Very very well said

swimming and anything in water is a good exercise to do with pregnant.