Hi Billybob, welcome and congrats
Personally at the moment I'm just trying to eat ideally healthily, but anything that doesn't make my stomach churn! I've started a little exercise when I don't feel sick but I'm hoping that once I can do more, and go swimming, it'll help me strength my arms, legs and back, tone them up and any weight lost in the process is just me moving my overweight self!
From what I've read I should be targeting a 15-25lb (or so?) weight gain as I'm overweight, so if I can aim for the lower end of that then I'll be happy.
I'd put on 5lb in the first two weeks of knowing I was pregnant, and my weight is still fluctuating, but for me it's just bloat, although I'm sure each of my BBs weighs a pound extra now!
I would say if your midwife doesn't give you the 'permission' you need to do SW, just go for a healthy eating diet and don't restrict your calories too much, and get what exercise you can in, even if it's walking every day