Underweight and pregnant

I'm 5'9 and just over 8 stone. Based on that and a couple of other factors, my BMI is too low to be considered "healthy". I eat when I'm hungry, don't have any kind of eating disorder and walk over an hour to work and back every day, I just haven't put on any weight at all and I'm now 14 weeks pregnant. Is or was anyone else the same?? Is your baby healthy? People are starting to scare me with comments about being underweight when pregnant, but I just don't know what else I can do 😔