Light weight lifting is safe during pregnancy but heavy weight lifting that requires you to disrupt your breathing is not safe for your baby. So you must avoid activities that disrupt your breathing as it interrupts oxygen flow to your baby.

Moving around during pregnancy is a wise, healthy choice. But certain activities should be avoided for the safety of you and your baby.

Avoid engaging in a tough workout during your first trimester cause that can overheat your body and increase your risk of miscarriage or of birth defects to the baby.

Aside from the activities mentioned by others that should be avoided like skiing and all others, I think you should pay attention to how you feel with your activity too, if you fee very tired or uncomfortable, stop the activity or reduce the intensity.

I suggest you avoid activities that involves in overextending your joints. We all know for a fact that a woman's joints are at a higher risk of injury during pregnancy because the ligaments relax in preparation for childbirth.

Yoga poses or weight lifting exercises in which you lie on your back should be avoided.