If you have been exercising, you do not have to stop. Although, now is not the time to start training for a marathon. After the 1st trimester, you should not perform exercises lying on your back. Walking at work is not exercise, make time for aerobic exercise, you will feel better.
If you are normal weight when you get pregnant, you want a goal weight gain of 25-35 pounds, which is five to ten pounds in the first twenty weeks, then one pound a week the last 20 weeks.
If you are overweight, you have already been eating too many calories so try not to eat any more calories than before pregnancy; just eat healthier, the baby will grow fine, and you will feel better.
Excessive weight gain is just hard to lose; you will likely be too busy taking care of your new family addition to exercise. You are not eating for two; you are eating for you and a baby weighing less than one pound during the first half of the pregnancy.