My entire first trimester I was in the midst of applying for my American Green Card. As a result, I stayed in 4 different places (Ottawa, Midland, Florida, Montreal, then Florida again) and thus multiple different gyms. Now, I'm not one to make excuses, but it was HARD to get into a good routine especially during those weeks when I was a "single parent" and/or without a vehicle.
Having said that, I still managed to hit the gym 3-4x per week (as opposed to my usual 5x). The only exception was a two week stretch where I suffered from TONS of fatigue and nausea, at which point I only went once or twice each week.
In general, my workouts stayed the same:
Warmup - 10 minutes on cardio of choice
Weight Training - 1-2 body parts per workout
Cardio - 10-15 minutes HIIT
Stretching - lots of stretching post-workout
For women who are continuing their regular exercise regimen during pregnancy, exercise intensity should not exceed pre-pregnancy levels. The intensity of exercise should be regulated by how hard a woman believes she is working. Moderate to hard is quite safe for a woman who is accustomed to this level of exercise." - American College of Sports Medicine
Now, anyone who knows me knows that I have kind of a problem with slowing myself down in the gym :S Having said that, the body has this nifty built-in mechanism that makes you fatigue sooner during pregnancy - this mechanism is a 50% increase in blood volume output. That'll get your heart pounding faster and fatiguing sooner!
How that translated to my workouts was: I played it by ear; I lifted as much as I could when I could, took longer breaks between sets (sometimes up to 3 minutes), and went to "easier" exercises when I felt the previous one was too demanding.
-Step-ups -> Stationary Lunge
-Pushups -> Flat bench Dumbbell Press
-Pullups -> Lat Pulldowns
-Barbell squats -> Bodyweight Squats
Sprinting was cut back quite a bit during this time, not because I was tiring sooner, but because I have a really hard time self-moderating when I'm sprinting - I go all out, or not at all. There were a couple times I would finish up a session and think "damn, I hope that wasn't too much". I decided the worry that came along with that wasn't worth it, so I limited myself to HIIT on the elliptical, stationary bike, and brisk walking on an incline.
During this time your belly is not so big that it gets in the way, or that it strains your ligaments when you exercise. For this reason I took FULL advantage of my dimensions and did every type of crunching, lying, inverted exercise you can think of.
Hopefully that gives you all some ideas for exercises and modifications during your first trimester :) Honestly, as long as you have the energy for it there's not much you can't physically do during this time, so take advantage of your range of motion while you can!