Exercise classes in Pregnancy

Hi. I found out on Sunday that I'm pregnant and I was wondering if I could still go to my pilates class at my local gym and just take it easy?

Hi Ladies, I am 20 weeks right now and have been going to Preggi Bellies Exercise classes- in Houghton. Quite a few different instructors. But I'm feeling fitter.
I enjoy it but do wish the ladies would linger a little after class so we could chat and get to know each other!
I have also been enjoying the most wonderful yoga classes At the EQ Centre in saxonwold- I would go more often but I can only make certain class times because of my full time job.
What are you're experiences with prenatal exercise classes?