Is it okay to loose weight while pregnant?

I want to start eating better now that I am past my pickiness in the pregnancy and was wondering if anyone has ate better and did light cardio and lost weight while pregnant? I have a feeling I will but don't know if my doctor would see this as a good thing being that she rather I gain then loose, but it has left me confused since I am considered obese wouldn't it be best I lost weight and my baby still gained normally?