It's deadly! Don't do it!!! No, wait, that's me.
As for you, well, the answer depends on how much you exercised before getting pregnant.
If you were a die hard gym bunny then you're fine to keep working out. The only worry is that you'll be all large and in charge, lose your balance and wipe out on an elliptical trainer. Your body also produces a hormone called relaxin which loosens your joints (so your body can unhinge like a snake's jaw when you're ready to give birth) and some say this leaves you more vulnerable to injuries. Many of these sites make it sound like you're walking around like a drunken marionette so I'd take that one with a grain of salt.
If you have never worked out before, this isn't really the time to introduce your body to new stuff – it's kind of busy making a person – so you may want to wait to do the hard core bootycamp stuff until after the baby gets here. Why you would want to do this is beyond me anyway as I used both my pregnancies as an excuse to reach George Foreman's fighting weight but you may be more sensitive to packing on the luscious.
Generally speaking, any kind of exercise is fine. Some women develop something called diastasis recti – typically in their third trimester or after they've given birth – which is when your "six pack" ab muscles separate and it is advised the you avoid crunches and planks because it can exacerbate the problem.
As long as you aren't overheating, becoming dehydrated or over exerting yourself, exercising is fine, but frankly, that kind of common sense should apply to everyone. "Gee, I should stop running if I start to vomit and feel faint? Thanks for the tip!" I don't know why some people feel it necessary to restate these things to pregnant women but some people seem to think your brain drops out of your ass once you conceive. Just nod politely as you blow by them in the marathon.
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