Make sure it's a pregnancy class. A lot of pilates instructors claim their classes are pregnancy friendly but often that is not the case and sometimes results in an injury to the pregnant woman.

I currently do pregnancy yoga and antenatal aqua aerobics once a week each and I go for a 30 min walk when I can. The pregnancy classes are fantastic and I get to socialies with other pregnant woman - lots of fun and we have great chats.

Exercise is fabulous for helping lift depression not to mention great for you and bubs. Definitely get out if you can - I'm sure you will feel a whole lot better