To some extent your actions will depend on your medical condition while you are pregnant. Some women might be advised by their doctors not to carry anything heavy, and if you are on bed rest you will obviously not be able to carry anything around even yourself! But pregnancy is not an illness, and most pregnant women are quite capable of doing most things that they could do before they conceived, including heavy lifting. I'm an active person, and heavy lifting is part of what I do. When I was pregnant with my daughter, I traveled quite a bit (if you do, too, you might like to read can flying during pregnancy cause varicose veins?). Air travel tends to involve heavy suit cases, or at least it does for me. I was never any good at "traveling light" and pregnancy did not change that.
When I was 20 weeks pregnant, I even went through an international move. And during my next pregnancy, I carried a toddler around all the time. There is nothing wrong with being active in pregnancy, in my experience. If you are healthy and feel fine lifting heavy things, there will be no problem. My doctor even told me that, while ab crunches are not suitable for pregnant women, weight lifting would be fine (also see nine months of fitness). But, if you feel uncomfortable with lifting heavy things, you should listen to your intuition and refrain from doing so. Like so many other things in pregnancy, carrying heavy items is mostly a personal decision.