Check with your doctor and start your exercises by week 12 during pregnancy. Exercise helps you to stay fit, takes care of pregnancy aches and discomforts, will help you to sleep better and also prepare your body for birth. Post partum recovery is also much easier. If you are not sure what to start with the best is a walking program. So wear comfortable walking shoes, eat a small snack, grab a bottle of water and set off for a walk. About thirty minutes every day at a moderate pace is recommended. Sonali Shivlani