Congratulations! =) I'm also pregnant with my first and I know what you mean about it being unreal. The days I have more pregnancy signs are better, even if they're unpleasant, because it feels more real! When I feel "normal," I start to worry... =)
I do yoga and already can tell I am having to slow down. Inverted positions are making me dizzy! I'm not sure about pilates, though -- all that floor work should be OK, but I'm not clear about how safe the stress it puts on your abdominal muscles. Do you have a midwife you can ask, or a local pilates instructor who works with PG women?