I'm not a trainer, but I do work out once a week with one, and I have spoken to the obstetrician about exercise. I'm also an older mum to be (39)
Its ok to carry on doing what you have been doing, but at a lower intensity. You can basically jump around as much as you want, but mustn't get hot and sweaty. If you feel out of breathe, faint, or have a bleed - stop.
Don't start any new exercise - i.e. if you are a runner it is fine to run, but if you have never run more than 10 yards in your life don't start!
Ligaments are looser, so be very careful not to overstretch, and warm up properly.
Towards the end when you are bigger switch to swimming, pilates and walking.
Join a pre-natal class at your gym, or swimming pool. Specialist classes will work on muscle groups beneficial during labour, and also pelvic floor.
Pilates is brilliant. I am a convert - my legs really hurt after a class, and they never hurt after a run or all day hike.
DVDs like Davina's pre and post natal workouts are good for the end of pregnancy when exercise possibilities are more limited.
If it helps - I'm 16 weeks, and still doing boxing, gentle circuits, squats, lungs, arm weights, and pilates with the trainer. I also swim and walk. I have stopped running (used to run 10km at least 3 times a week), and in the gym I work out at a very reduced level to avoid getting hot.
In summary listen to your body, it will tell you if it isn't happy. Usually when training we over ride that, but in pregnancy you have to listen!