Scared to excercise 😳

Hi everyone! I had a miscarriage in January. I am currently 6 weeks pregnant. My husband and I just joined a gym but I am so scared to work out. My doctor told me no heavy lifting, so I've only been speed walking on the treadmill and doing the elliptical, but I'm really afraid it's going to cause me to have another miscarriage! I'd like to try my best to maintain a healthy pregnancy- especially since I've been CRAZY hungry and already gained some weight. Has anyone out there gone through the same thing? I'm sure it's safe, but I'm still fearful.