Call for caution
All doctors will tell you: exercise is beneficial during pregnancy. They will also warn you: you must avoid starting a new sport (we can be very clumsy when we don’t know a sport and we can overestimate our capacities for the same reason) and avoid intense training.
The other warning concerns mothers who train regularly: your doctor must be informed to ensure that your training does not put your pregnancy at risk.
Those who play sports or practice a risky activity should probably give up on it until the baby is born. For example, biking, downhill skiing, ice skating and rollerblading could be cons-indicated during pregnancy. Talk to your doctor, he could advise you.