What exercise do you do when Pregnant?

Usually your dr or midwife will tell you that you can continue doing whatever exercise you were doing previously but not increase the intensity. (not too long ago there was a pregnant woman that did a marathon, half-running and half-walking, with the blessing of her OB, at 9 months pregnant, and after she finished it she went to the hospital and had her baby LOL - there are also plenty of fitness instructors that continue teaching their classes for quite awhile into the pregnancy as long as their dr or midwife is not concerned about anything). That is dependent on whether there are any concerns that your provider may or may not have, based on your health and history of past pregnancies, etc. If you haven't been exercising previously, they will normally say that you can walk or do prenatal yoga, low-impact stuff like that.

ETA: I missed the part where you want to lose 20 lbs during the first tri - you really should not be trying to 'diet' while pregnant. You don't have to immediately start gaining weight, but you should not be actively trying to lose it. You should talk to your dr or midwife about nutrition and exercise and get their opinion, but it is very unlikely that they would be receptive to you intentionally trying to lose 20 lbs while pregnant. They might say that it's okay and don't worry if you happen to lose a few lbs, but they're not going to want you actively restricting your intake to try for weightloss. They might tell you that it's okay for you to gain a smaller-than-average amount since you are starting out in the overweight range. You might even gain less weight than what the baby will actually weigh at birth. There are a lot of factors involved but you really do need their input on the weight gain issue. Usually for an overweight mama they will say try not to gain a ton but don't stress b/c you probably will gain some for a healthy pregnancy, even if it's a small number.

Good luck and I hope you have a fabulous pregnancy and bounce back really quickly. :-)

Sounds good then if your dr supports it. :-) Whatever you decide to try, just remember to pay attention to your body and how you're feeling, don't over-do it and beware of exercise that requires a lot of balance as you get bigger and your center of gravity shifts. And remember to stay really well hydrated. :-)

swim... swim... SWIM! Did I mention to swim? It's wonderful for your body. It takes all the pressure off your back, you will feel amazing! I have 4 children and found this out with last two pregnancies.

Walking, water aerobics, swimming, water running, elliptical trainer, light classes...

I walked and did exercise videos specifically for pregnancy. You can go to collagevideo.com and go to specialty videos to find pregnancy videos.