Exercising during pregnancy help?

Tiffany • Christian. Mother of 3. 3 living and 1 angel. 10 years together married 7.
I am a mom of 2 with #3 on way.
I have never been a athletic person. I always just skinny. Until I had my first kid. I went from 115 to 170. I want to be in shape and not wait till after baby number 3. Can I start very small exercises for now and just do more after baby or do I have to wait till baby is out no matter what? I mean stretching is going to take me a few months. If I sit with my legs straight out in front of me on floor my legs hurt and burn from underneath. I have let my Health really go under. 
Any advise? Thanks!