Congratulations!! You don't need to go to class if you'd rather not, lots of people go it alone, I have emailable version of the plan if you want to PM me your email address, Id be happy to send it all to you.
I don't think you should be thinking about losing weight at the moment. The most important thing is to eat as healthily as you can, everything in moderation - you baby will be getting what he or she needs from what you eat. As long as you don't over do things and do moderate appropriate exercise, like walking and swimming, then you'll only put on the amount of weight that you are supposed to. Having your healthy extra are even more vital right now. I guess its about different priorities now isn't it. Good luck.