Ok so I'm planning on joining a gym to get my butt in shape

Well there's a slight chance I could end up pregnant. I won't know until I can take a test in 2 weeks.

So my question is ... is it still a good idea to join just in case I do end up pregnant? I've been walking a lot lately so I'm not completely none active just not crazy like I plan on doing at the gym. If I take it easy on weights and stuff or take a class instead of "working out" , is this ok??