Hi firsttimer,
I am 11 weeks preg and have been doing pilates usually once a week. I let the instructor know I'm preg, and she modifies it a bit. If I lay on my tummy, I have a few cushions under my waist and chest so my tummy is comfortable. But mostly I go on my side when the others are on their tummy. I only do the class for relaxation, so if anything feels like it could strain me, I just don't do it.