I'm 4 weeks pregnant with my first one and one of my biggest concerns has always been the changes to my body. Depending on the life schedule I've been going to the gym regularly, doing Body Pump 2-3 times a week (whole body exercise with weights) and yoga. I also loved my after workout jacuzzi and sauna sessions which sounds like out of question now.
I read that you can keep up with the exercise you were already doing and make some adjustments as you progress in the pregnancy but I'm looking for some real life experiences. It's too early to ask friends!