In the first month of pregnancy, your baby already has a heart and hes not even bigger than a size of a grain of rice!
During this month many important structures are forming in your baby, his heart, liver, stomach, eyes and his primitive backbones are now developing. But the most important part that he is forming right now is his brain. That is why it is critical that you as a mum, should take caution in your first pregnancy trimester and avoid smoking, taking in alcohol and certain medications. These can cause harm to your developing baby's brain and whatever damage you inflict to your baby now would be irreversible.
Remember, there are the two of you inside that body so it is important that you get the recommended caloric intake and eat enough so that we are assured of the baby's health and normal development.
Let us avoid the complications of a low birth weight for the baby and poor fetal development. You are going to get bigger and gain weight eventually as your baby grows but it's not something to go crazy about.
Exercising while pregnant gives you additional benefits but make it light especially during the first few weeks while you body is still adjusting to the changes.
The popular exercises for pregnant women are walking, swimming, and yoga. Some women who are used to working out even before they got pregnant also do some weight lifting.

i hope some of this helps x