Working out while ttc

I’m in the middle of trying to conceive but also trying to lose a little weight. I know that sounds crazy but I would like to get in shape and be healthy as well my body is not used to working out and going to the gym often so if I would start going to the gym while trying to conceive could that put a strain on my body to make it harder to get pregnant or possibly hurt the baby if I start hard-core working out and don’t know I’m pregnant?