Working out is fine, they recommend taking extra breaks and not pushing yourself as hard. Low impact workouts are fine, certain exercises should be avoided. I went mountain climbing at 10 weeks with my midwifes approval.
If u were working out before pregnancy, I say keep at it (unless your dr recommends otherwise) your baby will love all that oxygen and blood flow. I'm 32 wks and I'm doing the Beach Body T25 (low impact version) :-)