Can I start exercising at 22 weeks?

Samantha • Mummy to my beautiful Archie born 13th September 2015 👪💘
I am 33 and have always trained from the age of 16 until two years ago when I had surgery on my hand. I was unable to exercise for a while and then when it was safe to go bank to the gym I had lost strength and motivation. So, two years later and a 22 week pregnancy it is killing me that I've gained wait. 
I've been told that I can't take up exercise during pregnancy as I wasn't training before. Is this true? I know I can't diet or exercise to lose weight but can anyone advise me of any exercises that will be safe for me to take up immediately. 
Any advice will be happily received.