First of all, speak with your doctor or medical professional. Let them know that you practice yoga, or would like to start, so that they can tell you if you have any specific conditions which would make it harmful for you or your baby. 

Please read Sandra Carson’s article Prenatal Yoga: Tips for new and experienced yogis. Sandra gives her advice about poses to avoid or adapt during the different stages of your pregnancy.

If you have never done yoga before, the general recommendation is to not start during the first three months of pregnancy since your body isn’t used to it. Or attend a specific prenatal yoga course with an experienced teacher.
If your body is used to doing yoga, however, you can continue but with modifications to your practice. There are many special pregnancy yoga courses that can help to keep the body healthy, flexible, and strong throughout the pregnancy and prepare you for birth.

Some pranayama (breathing) techniques will not be suitable for you during pregnancy. These include any with strong abdominal actions like Bellow Breath or Breath of Fire, and also any with breath retention. If in any doubt simply practice relaxed and conscious breathing.