Many experts believe that pregnancy and labor become a lot easier if you are in good shape. However, it is not a great idea to start a whole new workout routine in the first trimester. If you are already on workouts like yoga during pregnancy, you can check with your doctor but it is usually okay to keep doing it in the first trimester. Medical fraternity opines that the best exercise for the first trimester is stretching and walking on a daily basis.
During pregnancy the blood volume increases by 50% and the heart rate will be higher than expected because of this higher blood. The additional blood volume will cause you breathe at a faster pace and deeper. Exercising in the first trimester is very difficult indeed.
Moderate exercise
It is very important to note that cardiac output also increases by a few notches during this time. It is definitely 40% higher than it was before you became pregnant. But still 30 min of moderate exercise on a daily basis is very much possible. Make sure you wear a best nursing sports bra for extra comfort. There are many activities that do not exert much pressure on your joints or pelvic floor like walking, riding a stationery bike and low impact aerobics. You will know that you are working way too hard if you are unable to hold a proper conversation while exercising.

It is very important to give yourself sufficient time to cool down as the heart rate during this time is always high. It can take up to 15 min to cool down and you should never exercise till the final point of exhaustion. You must stop as soon as you feel tired.
Yoga during pregnancy
Doctors say that it is generally safe to do yoga during pregnancy but you must keep yourself hydrated and avoid doing yoga in hot weather. Coming to Pilates, it is important to remember that Pilates is a non-impact workout that mainly focuses on increasing flexibility and tone the muscles. Pilates give a real boost to energy levels and it also helps to alleviate backaches and also helps with labor. However, as soon as you enter second trimester you should never exercise on your back. The uterus may press on the vena cava which is the main vein that helps to carry blood from the lower part of the body to the heart. When you exercise on the back in the 2nd trimester, the vena cava can get compressed and affect the blood flow from to the uterus and the baby. So we can easily infer that a pregnant woman can do Pilates or yoga but only till the end of the 1st trimester.