Water aerobics is great fun! Many gyms and fitness centers now offer water aerobics as a part of their programs. Some even specifically have pregnancy water aerobics. While it is not necessary to find a class that is specifically geared toward pregnancy, it is imperative that you talk to the instructor about your pregnancy. This allows him or her to alert you to changes you need to make while participating in the class.
Exercising in water can be very deceptive — you get a great workout with what feels like less effort. It is also possible to be overheated, even though you're in water. If you feel dizzy or lightheaded, tell the instructor or someone near you and get help to the edge of the pool or out of the pool.
Here are also a few reasons why exercise in water would not be appropriate:
If your amniotic sac, or bag of waters, was broken or leaking
If you had an infection
If you were experiencing preterm labor or another contraindication to exercise
Scuba diving is never recommended in pregnancy. This holds true even if you're an experienced diver. There is simply too much danger involved for the baby. Switch to snorkeling in the pool until you've had your baby.