I agree with ksneds, lo. I danced when pregnant, but I was young (eighteen) and already dancing at a professional level. When I was around eight months pregnant, my pelvis went through an adjustment, which (I was told) happens in preparation for birth. It was painful for a bit. Ballet has a lot of emphasis on turn-out and outward rotation of the legs from the hips. If you are already used to this, it might not be as much of a factor...but, if you are just beginning it could be a different story. Maternity pilates classes sound like a great idea. Be sure to check with you doctor regarding any physical activity you plan to engage in. Congratulations!