Losing weight

Samantha • 🤷🏼‍♀️ I be a mom

So I’m pretty overweight.. I weigh about 270 and I’m wanting to lose it. I’ve got a gym membership and was working out for a while until I hit a bit of a depression. I know I CAN exercise while pregnant that I just can’t over do it. However I feel like walking on the treadmill a little every day will just prevent me from gaining too much extra weight during the pregnancy. Does anyone know of a healthy non-harmful way to work out?