Advice??

Hello ladies I'm having some trouble researching for exercise for pregnant women. I used to go to gym a lot like 3 or 4 times in a week but ever since I had operation for my cyst rupture and miscarriage last summer then fell pregnant later on , haven't been to gym. And so I gain weight when I'm only 25 weeks so I'm thinking to hit back the gym. But struggling to find out what sort of exercises I could do even though I've done it before. My GP told me I gain weight so to do but more exercises like walking but I'd like to do more and she told me she found sugar level in my urine too so she was lil bit concerned. So, ladies if you could help me share your experience exercising during your pregnancy journey thank you!