Hi Tegan,
I know that if you don't excercise reguarly that they recommend that you start doing some in second trimester but you should take it easy and not push yourself too much. If you are doing classes make sure you let your teacher know you are pregnant or better still find a class designed for pregnant women. There are some DVD/videos of pregnancy excercises.
You said in another post that you have a Drs appointment in a couple of days so I think that it would be best if you spoke to your Dr about what kind of excersise would be appropriate for you.
My hospital runs ante-natal fitness classes. Maybe you should check to see if yours has a similar program or if your Dr can recommend one. As well as being a fun way to get/stay fit its a good way to meet other pregnant women.