First Baby!

I have only been married for about three months, and we became pregnant unexpectadly. I have been very physically active (I teach a high intensity Zumba class) and I exercise six days a week (before I became pregnant). I have been keeping that up because I know it is healthy to exercise during pregnancy, and my body is used to it. I just wanted to know when I need to cool it... I do not want to harm my baby ever!