Totally normal re: midwife vs doctor. Unless there is something specific illness wise, as in you are unable to keep fluids/food down, or you have an infection, a doctor won't need to see you. I don't think they even need to see you to confirm a pregnancy anymore, as home testing kits are just as accurate (if not more so) than the standard issue at surgeries. However, if you feel you are losing symptoms and/or have had previous miscarriages/fertility concerns, a GP may look to take blood and confirm you HCG level is rising (which indicates the pregnancy is continuing).
Any questions you have, have a look on the internet, or on specific pregnancy related webpages - here, Bounty, NHS. They probably give out as much if not more information than a GP can in a 10 minute appointment. Also, there are a wealth of really good books out there - "What To Expect When You're Expecting" is a bible of information - I got it around 6 weeks but tbh I end up looking at the internet more.
Not feeling up to exercise at this stage is TOTALLY normal. Nausea, tiredness, dizzyness are all things that really limit capabilities - even now at 19w I still feel yucky if I push too hard when bloody shopping, and no pregnancy is the same, so if you feel the need to exercise please start off as slow as you can (walking, swimming etc) and go from there.
Don't worry about the weeing - that should lessen by about week 10-12, and try not to worry about what other people think in your office about you needing to go. Ultimately, you're not taking the piss (pun intended) because you're pregnant, and you have every right to decide when to tell your colleagues - some wait until 12 weeks (like I did) and others don't say anything until 20 weeks! You do what is right for you.
I had to tell my manager of my pregnancy around the 6-7 week mark as I had bleeding and pain, something that is normal but needs to be looked at, and I decided that should anything go wrong, I'd want my manager to know anyway because a) she's supportive and b) she'd want to look out for my wellbeing at work, especially as we have other pregnant ladies in the business and we deal in an industry that has a tight affiliation with baby products. However, like above, this decision is entirely up to you - once you have told your manager, your pregnancy is taken into consideration and you may have to do a risk assessment. It also means that any absence taken during this period is not counted towards your general sickness total, although you'd need to double check this with your HR department. Managers have to make allowances should you need them during pregnancy.
Also, don't be alarmed if your company only considers the pregnancy to be viable (as in, taken into consideration in terms of arranging maternity pay) after 20 weeks - many companies don't really make these kind of decisions until you receive you MATB form, which is after 20 weeks, but the term "viable" when you can feel your baby kick and have seen them wiggle (as early as 15 weeks for some) can be distressing and offensive to some - but it's just clinical company speak.