Squatting would probably be high on every grandmother's tip for a pregnancy workout. It is a great exercise that works the thigh muscles and opens the pelvis. And it's very simple to do. Here's how to go about squatting.
Use the back of a chair for support. Stand with your hands on the back of the chair and feet slightly wider apart than the width of the hips. Contract the abdominal muscles, lift the chest and relax the shoulders. Now imagine as if you were going to sit down on a chair, and lower your tailbone gradually towards the floor. Reach a balanced position so that the heels are largely supporting the weight. Inhale slowly and then exhale. Slowly come back to a standing position.
I find this to be a very easy and effective exercise. However, a note of caution - ALWAYS speak to your doctor before doing any exercises, as not every exercise is safe for everyone. Best of luck!