Losing weight while pregnant

As of today I am four weeks, six days pregnant. I had a doctor's appointment on Friday and I was told not to gain any weight the first half of my pregnancy because I was "starting out heavy." I am 5'7" and at the appointment I weighed 160 lbs (the appointment was at 3 pm).

Since this is my first pregnancy, I am really upset with myself for starting out so heavy and I want to know if anyone else was told the same thing and, if so, what they did to either lose weight or maintain their weight? I have downloaded a calorie tracker and plan to start walking at least 30 minutes a day.

Any and all advice or comments would be helpful. Thank yiy, ladies. (: