Working out .....
Do what you can, when you can. If it feels good, do it, if it doesn't feel good, stop. Don't beat yourself up, or feel bad if you go weeks without working out. You are building another human being - that takes precedent over everything else. That said, try to stay active - walk, stretch. It does help you feel better, less bloated, less tired.
I felt awesome 1st trimester, worked out regularly 5-6x a week. 2nd trimester was awful, I was sooooooo tired, I worked out 2-3x a week. 3rd trimester I got walking pneumonia, stopped working out totally. Oh well. I have the rest of my life to get back into shape.
Nutrition .....
Don't freak out over the little things. You will read to avoid diet sodas, lunchmeat, breathing air. Seriously - pregnancy brings out the freak in people. I had so much "advice" given to me. Listen to your doctor. If you do not trust your doctor to give you good advice, then find a new doctor. Your OB is the most important person here - his/.her personality MUST fit yours. For example, I tend to freak out and need someone to tell me I am being silly about things. My OB was that person. He was so laid back - I needed that to balance me out.
Eat what you can, when you can. If you cannot eat anything but saltines and orange juice for 2 months - so be it. That is why you take vitamins. Try to eat balanced, but if you can't keep it down or it makes you sick - why fight it? I had a meat adversion for several months, and an orange juice and cereal fetish for the majority of the pregnancy. My baby is fine.
If you cannot keep your horse-pill pre-natals down - take Flinstones Chewables plus an extra (very tiny) Folic Acid pill.
Sleep.....
Do it now. Really. Once that baby comes, even if s/he is a good sleeper, you will never get enough sleep. You do not know what sleep deprivation is until you have a newborn. If the only place you can sleep (while pregnant) is on the floor, then do it. You will likely start to snore - so what, tell your hubby to deal with it.
The first 6 weeks is miserable. It is awful. You will wonder why you signed up for this. You will doubt everything, including whether you are meant to be a parent.
You will dread when your baby wakes up because you have no idea what to do with it. IT GETS BETTER. You ARE a good parent, you WILL be fine. It takes time. You may be one of those lucky people who feels "bonded" to their newborn from second one. Good. But don't feel bad if that is not you. You WILL feel bonded eventually. Things will become second nature - and you will forget how you every lived before this little creature entered your life.
You will start to realize what love is, and your heart will break every single time you think about your baby feeling any pain. You will realize how it feels to know you would give your life for someone else. When s/he smiles at you - it will stop time. When s/he snuggles next to you, you will cry because it is such a pure feeling of love. Nothing beats it.