Women who are overweight or obese have several good reasons to attempt to lose weight before they start trying to conceive. There are indications that being at a healthy weight actually increases your chances of getting pregnant. That is especially true for women who suffer from Polycystic Ovary Syndrome, and who may find that they need to lose around five percent of their weight to become fertile. In this case, there is often much more to losing weight than exercising though special diets (like those for diabetics) and even medication to encourage weight loss may be part of your strategy for success as well as working out regularly. Besides increasing fertility, being at a healthy weight also sets women up for a healthier and easier pregnancy.
Being overweight and obese increases a woman's risks of developing pregnancy complications, among which are gestational diabetes diabetes in pregnancy and pregnancy induced high blood pressure. A healthy weight encourages a healthy pregnancy, but there is of course more to a healthy pregnancy than weight alone... and by the same token, exercise offers many benefits that are not related to weight. Being physically active and having strong muscles helps women feel good while they are expecting, and it may also help them have an easier labor and delivery, as well as a smoother postpartum recovery.
Having said that, there are plenty of places where women who are overweight will encounter prejudice and criticism but this site isn't one of them. Of course, exercising is something that is good to make part of your life. But, if you go into a pregnancy being heavier, feeling guilty is the last thing you need!