Making a few changes to your exercise routine during your pregnancy and birth is a necessary thing all women should consider.
The first thing you must think about, when dealing with exercise for your pregnancy and birth period, is that if you are new to working out, this is only a time to move your body and not a time to really make good physical gains. Your body already has quite a bit of stress on it at the moment so you really must take things slowly. You never want to feel like you are over exerting yourself or are pushing your muscles past the point of fatigue.
If you have already been following a regular program, during your pregnancy and birth time you will want to simply maintain what you already have. You can easily do this by reducing the volume of your sessions so as to allow for more recovery time but to keep the intensity rather similar. Obviously listen to your body and if it's telling you to lower the intensity do so, but otherwise, at least for the first part, you should be fine to workout as you were.
Also make sure you invest in a good pair of footwear and take extra precaution against your back. Your back muscles are going to be under a lot more stress at this time so it is essential to ease up on any movements that are very high impact or involve a great deal of twisting.
When you move into your second and third trimester, this is a time when you do likely want to scale back the intensity slightly and also make sure you are not performing many exercises that have you laying directly on your back. Try and do more upright activities that don't involve lifting weight over you head (this places more strain on the back muscles).
Finally be sure to include some relaxation work as part of your routine as routine stress is another critical part of making this period of your life as pleasant as it can be.