Here are a list of questions I would ask you (and you should ask yourself) before deciding to continue your yoga practice during your pregnancy:
1) Have you done Yoga before?
Pregnancy isn't the time to start new things... but prenatal yoga (and exercising under the supervision of a Prenatal Fitness Specialist) is generally okay. You could likely continue your regular yoga practice (with some modifications) until you start showing... if you're a devoted Yogi. Prenatal yoga is great for later in pregnancy as it will help alleviate some of the stress and help baby find some extra room with all of the stretching.
This all, of course, depends on the type of yoga you were already doing. Underwater yoga, probably not. Vinyasa flow, yin yoga, even yoga sculpt, likely fine.
2) Are you hyper-mobile?
Relaxin and progesterone are two hormones released during pregnancy that help your joints and tissues relax and stretch... which is wonderful for birth, but can lead to pulled muscles. If you're already hyper-mobile you are even more likely to get injured from over-stretching muscles.
Not a reason to skip yoga if you're already doing it, but just something to think about. Prenatal Yoga classes make adjustments for increased joint laxity, so you should be in good hands there.
3) How hot is the room during class?
The increased blood flow of pregnancy can lead to overheating, which is extremely dangerous to you and your baby. Hot yoga is not appropriate for pregnant mommas. Skip the hot stuff, avoid the packed classes, and make sure you've got plenty of space when practicing.
4) Are you able to drink water?
Certain styles of yoga (mainly Bikram) discourage water consumption during class. You, however, need LOTS of water when you're pregnant. Chat it out with the teacher beforehand so s/he knows that you'll be drinking whenever you need it.
5) Does your teacher also teach Prenatal Yoga formats and would they be able to modify for you?
This is the big one, you want to be sure you're in good hands. There's a ton of yoga certifications out there... but who knows if your teacher is actually experienced and educated in working with pregnant women. (And no, having a baby doesn't count as experience or education.) I highly recommend calling the studio ahead to see who is prepared to work with you, and get on their roster.
Simple modifications like side-lying savasana, modifications for prone-based poses etc, can make a world of difference.
As with all group fitness, it's a good idea to show up early, inform your teacher that you're pregnant, and be in their eyesight so they can communicate any modifications to you during class.
Looking specifically for poses to help ease lower back, sciatica, or pelvic pain?