You are probably getting conflicting information because a lot of it depends on your fitness level pre-pregnancy. Doctors don't want you to go out and start a new fitness routine now that you are pregnant. Personally the doctors told me no weights, just lighter exercises, mostly she recommended walking. Also it's very important to keep your heart rate under 140, don't let yourself get to hot (the baby can't regulate his/her own temperature), and drink lots of fluid. If I were you I would go ahead and consult your doctor, especially in the first trimester before doing anything too physical, but I like to err on the side of caution.
Edit: PS

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