Exercise while Pregnant

Danielle • Dated my husband since December 2006 and we were married May 2016. Baby boy Henry born June 2nd 2017 👶🏼💙
I was just curious if anybody exercises while pregnant and what are some good ones that are safe? I go to planet fitness but lately have been feeling nauseous all day without vomiting (8 weeks pregnant) so it's been hard to go. Should I still go even if I don't feel well, does it help you feel better? Also, I really want to tone my legs and arms but don't know which exercises are the best/safest while pregnant. Thank you in advance!