First Pregnancy - Advice on Exercise?

Hi! I'm about 4 weeks 3 days into my first pregnancy and I'm feeling a little (okay, a lot) nervous about everything! I am praying for a healthy pregnancy and a healthy, happy baby.

I've read that moderate exercise is fine during pregnancy, but I was wondering if anyone could tell me about their experiences? I have been doing pilates regularly for about 4 months and I'd like to continue, though I know I'll need to make some modifications. Any advice or recommendations?

Thank you for your help!