The earlier, the better. The female body is undergoing immense changes during pregnancy. In the early stages of your pregnancy where pregnancy signs are less visible, it is important to create movement patterns that are helpful at a later stage, when training is getting tougher due to a change in your physique. Before every start of a training I advise to counsel with a physician. Communication and counseling with the physician during your pregnancy plays a key role. 

The intensity of the training depends on your background in sports and your condition when starting with the training. Over the course of the pregnancy, the intensity will ultimately decrease to ensure safety and correct movements. Training during pregnancy has shown to improve general health in pregnant women and in some cases help to assist in a smooth delivery. 

Sport during pregnancy does not only minimize and decrease back pain and other pregnancy symptoms but it also enhances the overall health and wellbeing of the unborn child and mother. Delivery is usually also experienced as less strenuous and the risk for depression during pregnancy is minimized by movement.