If I am overweight and pregnant should I be trying to get to a healthier weight during my pregnancy?

Yes. Yes. Try not to gain any weight at all by eating a healthy diet like weight watchers and exercising daily.
Yes. I recommend that women who are overweight in pregnancy watch their weight gain more closely. Sometimes i recommend gaining only 10-15 lbs. Healthy eating and exercise are both good. For people who have not been very active, walking is generally a fantastic exercise. Working on these things during pregnancy helps reduce the risks of diabetes and high blood pressure!