Weight gain /Obese bmi

First pregnancy I started 170lbs. /5'3 ..Worked out ate healthy lifted weights.. doctor told me to stop weights and cardio, only yoga walking and swimming. Foolishly listened to her, got in a funk/ depression ate my feelings gained 60lbs.. I only lost 30 or so of those pounds and I'm pregnant again. Except now I'm starting at 195lbs, my BMI is 35.. I have yet to see a doctor and won't see her until I'm almost 14 weeks.(10 now) I am just wondering if it's ok to do your best to not gain a lot. I know it says to gain 11-15 pounds. I'm still working out, trying to eat healthy, I just don't want to fall into a funk again and gain another 60lbs.. I guess I'm looking to hear your experience/ what your doctor told you about weight gain or loss..