This is an excerpt from Pregnancy Fitness by Julia Di Paolo,Samantha Montpetit-Huynh & Kim Vopni.
These basic training guidelines are good to follow during each trimester:
The first trimester is very taxing on your body. Critical development is taking place, so it is important to not overexert yourself or get overheated. You may experience a high degree of fatigue and nausea, which will limit your activity and determine how far you should go. For beginners, start slow with regular walking and build intensity as your comfort level allows.
The second trimester is when most pregnant women feel "normal." Blood volume catches up to the vasodilation of the blood vessels, so you won’t feel as lightheaded and sluggish (Soma-Pillay, Catherine, Tolppanen, Mebazaa, Tolppanen, and Mebazaa 2016).
Your body has had time to adapt to all the physiological changes that have taken place and you can breathe with ease. However, at around weeks 16 to 20, due to the weight of the uterus on the inferior vena cava, it is recommended to stop exercising while lying on your back. Modify these exercises so you are in an incline position, seated, or standing. Due to the extra weight on the pelvic floor, runners should now change to walking on an incline, using an elliptical machine, or using a stair climber.
Intensity and duration should not be increased in the third trimester. This is when you find you will naturally slow down. Listen to your body and adjust weights and aerobic activity accordingly. Changing to non-weight-bearing activity (swimming, stationary cycling) is also recommended if you cannot maintain your previous routine comfortably. Now is the time to place extra focus on posture, flexibility, relaxation, and mentally preparing for labor and birth. It is like tapering before race day.