Adherence
Previous exercise history is the strongest predictor of continued exercise during pregnancy, with pre-pregnancy exercisers being significantly more likely to maintain activity.
If you were not active before pregnancy, expect it to be harder to start now. You are statistically much less likely to stick with it than someone who was already active. To overcome this, you need a structured intervention (like the counseling mentioned in N1) rather than just willpower, as building a new habit during pregnancy is challenging.
Ning et al. [23] found that women who were physically active as teenagers were 4 times as likely to be active during pregnancy and more than 12 times as likely to engage in intense LTPA. Owe et al. [24] reported that women who exercised pre-pregnancy were almost 10 times more likely to continue regular LTPA while pregnant.
Why this rating
Multiple observational studies cited showing strong correlations.
Source
Overcoming psychosocial barriers to maternal exercise: intervention strategies to improve participation and adherence
Brad J. Schöenfeld et al. · Biomedical Human Kinetics · 2011
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