Listen to your body and stop when it tells you to
During pregnancy, your joints are much looser than normal to accommodate your growing baby and to prepare you for childbirth. Your center of gravity will also shift as your baby bump grows. These are factors that make pregnant women more vulnerable to sports injuries. You should therefore pay more attention to your body's messages, and take a break from prenatal exercise when you are feeling rough. And, needless to say, some things are just better left for after pregnancy. We are not saying you should stay out of the gym, but bungee jumping is obviously out.
About raised body temperature during pregnancy
There are some indications that a raised body temperature for long stretches of time does your baby no favors. It is not very likely that you will do your baby harm by vigorously exercising, but you may want to take this theory into consideration and exercise for shorter periods of time, perhaps multiple times during one day.
No abdominal exercises
Abdominal exercises are fine in the early stages of pregnancy, while you are in the first trimester and your uterus is still tucked safely into your abdominal cave. Once you start showing, abdominal exercises are not only not recommended, they will be impossible to carry out. This falls into the Captain Obvious category, but we thought we should mention it anyway.