Overweight and TTC

Hello, I am overweight and TTC. I was reluctant to start trying due to this, but I don’t want to wait too long since I’m almost 34. I am 5’6, 225lbs. I eat terrible right now and barely exercise. I’m wondering if anyone knows if I start to eat healthy and exercise while pregnant, if I can safely loose weight without depriving the baby of what it needs. If I’m taking in enough calories, but healthy calories including exercise, will it affect the baby negatively. I know doctors say you’re supposed to gain when pregnant, but I know gaining more will not be healthy for me. Thank you!