If you had an exercise program before you became pregnant, you can continue with this in the first trimester as long as you have the all clear from your doctor. As your pregnancy goes on, you may need to adapt your program.
If you didn't have a regular exercise program before, now is the ideal time to adopt a new, healthier way of life from which you will reap the rewards for years to come. If you do start exercising now, build up gently; listen to your body and do only what feels comfortable.
Regular gentle exercise is much better than intense irregular bouts of exercise (which aren't advisable in pregnancy), since your body responds more positively to consistent, moderate exercise.
In addition to increasing your energy levels, exercise helps you maintain a positive outlook and feel confident about your changing body image. Exercise can also ease common pregnancy discomforts such as nausea, leg cramps, swollen feet, varicose veins, constipation, insomnia, and back pain. By keeping muscles strong and toned, exercise makes it easier for your body to deal with changes in posture during pregnancy. There is also evidence that increased fitness helps shorten labor and your postpartum recovery time and lessens your overall anxiety about the birth.