Axcercise during pregnency ...?

iam 21 yrs old , 5 weeks pregnent..(this is my 1st child ) n i read every wr that doin axcercise...(walkin 20 to 30 min ) is really good n also better for the pregnent lady.. , but my inlaws..n my sisters are strickly teling me not to...n wn i asked my doctor she just said its ok if u want to do it do it or leave it...this is not ectually the answer of my question...is it really better for me to do.......? no harms? or is ther any kinda risk n better to avoid..? ( i walk on a manual walker at my home which my family think i hav to give lots of stress doin it ........which is better to avoid)