Working out HELP/thoughts PLEASE

Kendra
I'm 4 weeks, & terrified to keep working out.... I know they say it's ok I've not been to the Dr yet I go March 2nd but I'm scared...  Scared I'm going to do something wrong & lose the baby. (This is my 1st. ) 
I'm training for my 2nd half marathon that's in April.    Is this normal to feel this way? Am I just crazy!?