Generally and in most cases, it is not only safe to exercise during pregnancy but recommended.
If you were physically active prior to pregnancy then it is more than likely safe for you to continue to remain active throughout.
Regular checks with your Doctor/ Midwife are important and will ensure peace of mind that you are not displaying any symptoms of health conditions which may suggest otherwise to remaining active.
Exercise does not put you at risk of miscarriage during a normal Pregnancy.
By signing up to a Tough Mummer class, you are confirming that you have had medical clearance to participate in an exercise programme. As with any exercise programme, if at any point you begin to feel faint, dizzy or have physical discomfort you should stop immediately.