If you wish to continue or begin weight training while pregnant, keep the weight light. First, you do not need to strain which can dangerously increase your blood pressure. Second, if the weight is too heavy you will be more likely to hold your breath while lifting. This, again, can increase your blood pressure but also decreases the oxygen supply to the fetus. Lastly, your joints are lax as a result of the hormone relaxin thus heavy weights are likely to cause you to injure yourself.