UPDATE overweight & pregnant & recommended to lose weight

I saw my doctor yesterday and everything about my baby, blood pressure glucose etc. was good. Baby has a good strong heartbeat but she wants me to see a dietician next week to talk about putting me on a diet to lose weight, diabetes does run in my family very strongly. 

I am able to go online and see the medical documents that they put on my file and I checked today and saw this. What scares me the most is that I see the word "mortality" in that sentence. I'm all for losing weight but is it healthy for baby? Has anyone had any experience with losing weight during pregnancy? And if so can you guys give me some tips? I've dieted before and lost 30 pounds but this was awhile back and since then I've gained it all back. I will do anything to be able to have a healthy baby and see my baby bean grow up. 

Just reading that sentence scared the shit out of me and I have no idea where to start when it comes to trying to lose weight while pregnant. 

I see that is says she recommends for me to go walk for 30 minutes but where I live it reaches temperatures to about 112 degrees and I can't be out in that heat. 

Would swimming be a good exercise?  Please anyone with experience or tips let me know, I'm kinda scared/nervous at the moment.

**UPDATE**

So I went to see the dietician today because I wanted to get it out of the way and I guess my doctor worded it wrong. She is NOT advising me to lose weight, she is just advising me to eat better and stay away from too much sugar because my hemoglobin was at a 5.7 (it should be under 5.6)  she's worried about gestational diabetes and they would just like me to eat better, and excercise a bit more. The goal isn't to lose weight, it's just to be healthier. And as for the mortality thing. She said that, thats basically "worst case scenario "

So I feel a lot better about everything! I just need to start cooking my meals at home, portion controlling, eating better and exercising more.