Exercise in the early stages of pregnancy ok?

More than OK. Exercise is very beneficial through pregnancy and can have many positive benefits.The key is moderation. Moderate exercise is good, extreme exercise should be avoided. See your OB for more personalized recommendations.
Yes. Exercise can help you feel better and can help you maintain a healthy weight throughout your pregnancy. Limit exercises to ones with low impact; make sure you stay well-hydrated. Stop exercising if you have pain and do not exercise until you are exhausted.