I'm a dog walker by profession, so last pregnancy I walked and walked and walked throughout the whole thing, and I really agree with @mingus that being active is really key to just feeling great during pregnancy. I had such a great pregnancy. So great that I decided to do it again pretty soon after!
(here's a link to a little piece a local blog did about our company while I was pregnant a few summers ago. I totally plug the "walking makes for a healthy pregnancy" at the end. http://alloveralbany.com/archive/2009/08/25/hounds-on-the-hudson)
I also did prenatal yoga and took a pregnancy workout class that was amazing. (If you are in upstate New York, you must go to Debbi Goodman. Such a great class!) It whipped my butt into shape and I think really helped with the birth!
I know the general advice is to continue doing whatever you were doing before being pregnant, fitness wise. I think it would be fine to increase the low impact stuff (gentle yoga, walking) if you didn't do much of that before, but I wouldn't add too much to your routine if you weren't used to it prior. If your energy level is low now, you'll probably get a lot of it back in the 2nd trimester. If your body is telling you to rest now, do it! But try to add low impact exercise into your day when you can...it will pay off!
As far as food goes, I'm with the don't count calories folks. Some people are extra hungry right away and other people are naseous and actually lose weight in the first trimester. All the prenatal nutrition advice points to whole grains, fruits, veggies, healthy dairy, meat, beans, tofu, etc. If you didn't eat healthy before, now is a great time to start. I generally eat pretty healthy, but like to indulge every now and again too. I did try to be aware of eating extra protein as the pregnancy went on. I never counted grams, I just tried to make sure I was including a good amount of it in every meal.
But really, most importantly...just listen to your body! Go with your cravings, sleep when you need to, don't worry too much about the weight you gain during pregnancy (within reason, of course). Every body, every person is different (duh), so there is no "normal" when it comes to pregnancy and birth. I gained about 30 lbs with my son and lost it all within the first year of nursing him.