You may very well be okay... some women can continue with jogging or power moves throughout their pregnancies... but you should be aware that the hormone relaxin is making it's way into your joints more and more as your pregnancy progresses. The hormone's purpose is to help your pelvis, abdominal muscles, and ribcage expand to make room for the growing baby, but it is non-specific, and so it also affects your knees, ankles, etc... so you are much more prone to sprains and other more serious injuries during pregnancy than at other times. You might also strain the already stretched ligaments that support the uterus and baby and cause yourself to be quite uncomfortable in the 2nd and 3rd trimesters.
The baby is probably fine in his padded environment (if you drink lots of water, don't go anaerobic, etc.), but you run more of a risk of hurting yourself.
My advice to pregnant moms (and it comes directly from Sheila's training) is to have a plan for if/when a certain exercise routine is no longer working for you. Like, in my first trimester, in addition to teaching prenatal exercise classes (low impact aerobics & resistance exercises), I did some jogging, step classes, cardio machines (elliptical training is my favorite), and weight machines. In my 2nd trimester, I dropped the jogging but continued w/ the prenatal classes, cardio machines, weights, and step classes (minus power moves). I dropped the step classes in my 3rd trimester and began swimming laps... at the very end, I was only swimming and teaching my prenatal class... but I actually felt like I was getting more of a workout swimming than I had w/ the cardio machines because it incorporated all of my muscles.
I don't feel like I lost much endurance at all during my pregnancy even though I cut way back on the impact.
Susan (Healthy Moms Certified Prenatal/Postpartum Exercise Instructor)