Congratulations!!
Okay this is pretty long so bear with me. =)
Find a great doctor or midwife that listens to all your concerns and doesn't belittle you or make you feel dumb/silly/rushed, etc.
Take a Bradley method class. These are pricey (ours was around $300) but very very thorough (10 weeks!) They discussed nutrition, prenatal development, new baby care, breastfeeding, labor and delivery, etc. My husband and I felt very empowered.
Take a Baby CPR class (probably through your hospital)
Preregister for and tour your hospital (registering in advance means you can just GO once you're in labor- no having to fill out forms while you're in contractions!)
There aren't a ton of Dos and Don'ts compared to not being pregnant; meaning that if you took good care of yourself before you were pregnant you can pretty much do the same thing.
Remember, you're NOT sick, you're pregnant. =) I was so anxious and had tons of questions and my Dr. kept telling me that pregnancy is not illness so not to worry. Women do this all the time every day.
Your Dr. should give you a list of foods and medicines that they may be concerned about as well as any travel or activity restrictions, but again, you're not sick, and many women do everything they did before, just listen to your body.
BTW, don't be surprised that the most exhaustion and sensitivity comes long before you start to show, so people may not understand why you are so tired. Others start being sympathetic when you start to show but you'll feel it long before!
Go to a babywearing group or check out babywearing stores (and try out a Maya Wrap, Ergo, Babyhawk, Moby, Beco, etc)- if possible try them on before you show so you can get an idea. These absolutely SAVED me once I had the baby- soooo much more useful than the stroller/swing/bouncer/crib, etc.
Oh- I loved Dr. Sears pregnancy book as well as the Girlfriends guides.
If you plan to breastfeed, get some breastfeeding books and read them late in your pregnancy- they won't feel relevant yet but once your baby is born you won't have the energy or time. Same for the video "happiest baby on the block"- view the dvd the week before you deliver. Find out the lactation and breastfeeding support resources in your community, your hospital and pediatrician- you'll probably use them once you deliver. (Perhaps check out La Leche League).
Plan to do any major cleaning/painting, remodeling as soon as possible (with you out of the area). We remodeled our kitchen because we knew we wouldn't be able to once baby came. Quite an ordeal but glad we did it. You'll start wanting to "nest" but be careful about breathing harsh cleaning or paint fumes. You might want to check the book "Healthy child healthy world" that gives down-to-earth advice for eliminating a lot of toxins from your home.
2 to 3 months before you deliver, you'll want to start interviewing pediatricians. Start collecting referrals now (there are several on this site). You and hubby can get a brief appointment to see if your philosophies match the Dr. You'd be surprised at the variation out there.
Finally, take tons of pictures and journal- you'll love having it later. Especially take pictures- all sideways, just in your sportsbra, with a little card that tells your circumference and the # of weeks. And pics of your hubby loving on your prego tummy- sooo sweet. I really regret not taking more pics. I also didn't take enough pics at the very end. Wish I had a pic on that very day before delivery!)
Enjoy!!