I would talk to your midwife or doctor. It's generally considered safe for people who are truly obese and might have more issues in pregnancy due to their weight (meaning it's safer to continue losing it). I would assume there would be no problems with continuing to eat healthy and stay active as long as you are listening to your body. If you feel hungry, I would eat (something healthy and nutritious) and not restrict your calorie intake, or stay doing the same activities you were before as long as you feel well doing them (if you feel dizzy or tired, stop). Basically, just trust your body and don't overdo it.
I'm overweight (not much, maybe a stone or two) and though I'm not actively trying to lose weight, I do aim to eat a relatively low carb, high protein/fat diet. I've carried on with that generally because I prefer it and I feel better that way, but if I'm hungry, I don't restrict what I eat. I figure my body will tell me what it needs.