Weight gain

I’m currently 37 weeks pregnant and have gained 26 lbs. My doctor is ticked at me for gaining so much weight but I seriously don’t understand how I’ve gained so much. I eat three meals a day that are all pretty healthy then have a bowl of cereal at night for my snack. I also have started to drink a fair bit of milk to help with heartburn but don’t see how that would effect it that much. I have gained 4 lbs in the last two weeks and I’m so confused. Anyone else go through this. I’m terrified of how I’m going to get this weight off and my doctor is making me feel like a horrible person