There are a few threads around about what you can and can't eat and I think that there is also an article on the bellybelly site. With regards to seafood you need to avoid raw shellfish (no oysters), pre-cooked seafood that has been sitting around for a while gathering bacteria and also keep your intake of long-lived fish to a minimum because of the mercury that builds up in thier system (shark, billfish, orange roughy/deep dea perch, tuna). There is foodauthority.nsw.gov.au website with more info on safe seafood.
With the pilates since its fairly low impact it should be ok but before you start make sure that your instructor knows that you are pregnant and a novice. Walking is great excercise even if you haven't been excerciseing much lately and swimming is fantastic especially for later pregnancy because it puts so little stress on your joints.
You should be sensible about it. Prolonged high body tempratures aren't good for you and if you're so puffed out that you're finding it hard to talk thats probably a sign that you're pushing it too hard.
Its probably best to check with your Dr but usually a low impact excercise routine is great when you're pregnant and many women who haven't excercised much before pregnancy become more active during thier pregnancies because being a bit fitter can help you have an easier labour and faster recovery.