Scared For my baby..

So I'm a big lady..I've always struggled with my weight. I have been doing little excersises and I'm a healthy woman. I don't have diabetes or anything like that. I've recently found out I'm pregnant and I'm a little worried if my weight is an issue for my baby..I'm currently 360lbs. I don't at all look that big, in fact everyone seems to think I'm 250 or less. But even though I'm healthy , work out, and eat a proper diet I still feel scared that I might loose my baby. Does anyone have any tips on what I should do and quicker ways to lose weight? I just want my baby to be okay. This is my first pregnancy and I'm terrified..