Insecurities

I'm an average sized women who has never had a problem with weight gain and j am very thankful for that. I'm struggling a lot with the idea of gaining weight because my husband loves health and fitness and while I'm healthy and "fit" in many people's eyes, I'm not extremely fit. 
This is my first pregnancy and It is such a privilege to carry the child I've wished and prayed for for so long. While I haven't gained any weight yet at 12 weeks in definitely starting to show, as far as I can tell anyways. I've been so exhausted and hardly make it to the gym and have resorted to talking walks on my lunch break. 
I know my husband loves me and as he's a man of God he is faithful but he is very honest and sometimes demanding that I push myself to look at certain way and get to the gym as often as possible. I know it is important to stay active while pregnancy and that it will help condition my body for delivery I've just been unbelievably exhausted and have lost a lot of motivation. Being told going to the gym is a damanda hasn't helped me...it's only made me feel worse about myself. I'm not depressed but Im having a very hard time excepting my body is changing and of the unknown. These new insecurities are consuming me and I don't have a support system around me to give me any advise on how to move forward. 
I guess I would really appreciate anybody that can relate and can share how they are working through new insecurities in pregnancy.