Is it ok to do yoga whila I am pregnant?

Yes. Yes, in fact there are programs for yoga specifically for pregnant women to help with core strengthening and flexibility.
Yes, ask your Doctor. In general, if you are otherwise healthy with an uncomplicated pregnancy, exercise is beneficial and recommended during pregnancy. Always check with your physician first, as he or she will know your situation the best.
Yes. As long as you are mindful of your body's changes and avoid heated practice, it should be not only ok but a positive mind-body experience.