It took some time to adjust to more calories as well as mentally dealing with the fact that the scale is steadily rising.
I had been on loss/maintenance for close to two years. I had reached my ideal weight, got married and two months later I was pregnant. (which was our plan)
I want nothing but a healthy pregnancy but I think the mental game of eating more and not losing was one that took me a while to adjust to. After you've been working out so hard and watching every morsel that goes into your body, the adjustment is just hard.

Now that I'm 33 weeks and my doctor says everything is on track I'm feeling fine about what I'm eating and how much I'm exercising and my general health and nutrition. I stay at about 2300 calories (I'm 5'8'', started at 140 lbs and I'm up to 165), I walk for at least 30 minutes every day and I eat nutrient dense foods.
I hope this helps. it was hard for me to talk to anyone about this at first in my pregnancy b/c I didn't want people thinking I was vain or didn't want a healthy baby. I do, but I also want a healthy me.

Congratulations on the pregnancy!!

Just remember that a lot of the weight you gain when pregnant is not fat, but rather baby, amniotic fluid, placenta, extra blood volume etc. All of this will drop on during/soon after delivery. So try not to worry too much about gaining some weight. I am trying to not gain more than 10 pounds (OB advice) but know that this will in effect be a loss after delivery. It is not uncommon to lose 20-30 pounds within a couple of weeks after delivery. Then breastfeeding should be good help too, provided you eat healthily. I gained about 45 pounds with my middle boy and had lost it all by the time he was 3 months old. By all means cut out cakes and chocolates and other unhealthy things to keep weight gain reasonable, but apart from that love your growing bump (and raising numbers on the scale) as a sign all is well with baby. You should also measure yourself (e.g. arm, hip, thighs, calves) and keep track of this during pregnancy - is they stay the same, but your weight goes up, then it is clearly all bump!

I'll give you my story, it isn't for everyone and you should always follow your own doc's advice and your own intuition, this is just my personal experience. Also, the medical community is slowly starting to accumulate some research on exercise, and more so moderate-intense exercise during pregnancy, and it's benefits for mom and baby. Of course you should never do something brand new and beyond what you were doing pre-pregnancy but maintaining what you did pre-pregnancy is quite fine, making modifications based on how you feel and as your body changes as you grow (as long as you have an uncomplicated pregnancy). Also, eating a nutrient dense diet is great for baby but you don't need a bunch of extra calories, especially if you are already a bit overweight, the baby takes what it needs from mom. As my doctor told me, even if the mother ate nothing, the baby will take energy and nutrients from the mom stores, and it is the mother who will mainly suffer. Of course there is a limit to that.

I started out lower weight 5'6, 115 lbs, i exercised intensely 1-2 hours per day. I maintained this throughout my pregnancy, making modifications as my bump grew (cut out jumping moves, kettle bells, etc.). I ate very healthy as i always had, but added in desserts every day. The first trimester I actually ate less than normal because I was so nauseous all the time. I then went back to eating normal amounts second trimester. I increased how much I ate based on my hunger level and just focussed on eating the healthiest foods possible. I gained only 18 lbs total. I gave birth at 39 weeks 2 days, full term, to a very healthy 7.5 lb 21.5 inch long baby boy. I had an uncomplicated vaginal delivery. He is now 7.5 weeks. I lost all my "baby weight" in 2 weeks, and am back to my pre-baby body now, exercising how I had pre-pregnancy. My baby is super healthy, happy and thriving, so am I.
Pregnancy isn't this inevitable sentence of poor eating, inactivity and weight gain. There are definitely exceptions to this if there are complications involved.
Of course, if there is any time in your life to cut yourself a bit of slack it is when you are pregnant
Pregnancy can be a really wonderful time, I actually loved being pregnant and am gearing up to start trying for #2 soon. It is amazing how your body changes and how it is capable of growing a whole little human.
All the best with your pregnancy.