I've been through two pregnancies as a fat girl. I was considered high risk due to weight and had to see the doc every two weeks right from the start. Some may see it as a chore, but I loved the bi-weekly update on the growth and development of the babies.
Due to problems with my uterus (not weight related) both babies were breech, and delivered by scheduled C-section, very close to their due dates.
Make sure you eat lots of green leafy veggies, lots of lean meats, and LOTS of dairy. If you can't stomach milk, eat cheese, yogurt, cream cheese, drink calcium enriched juices, and by all means, barring any diabetes have some ice cream.
Take your pre-natal vitamins! Those are ESSENTIAL to a healthy baby, due to pregnancy specific minerals and vitamins like folic acid, vitamin D, vitamin A, and iron.
If you're not on bed rest, get to movin'! Short walks, extra vaccuuming, wash dishes by hand instead of loading the dishwasher. All that helps! If you ARE on bed rest, have someone bring you some hand weights so you can get the blood pumping a little freer.
Get a body pillow. Those work GREAT to help support the belly and knees when you get "huge" later on.
Get comfy shoes, slip on type preferably. Danskins has socks that have built in arch support and they feel wonderful on swollen feet.
Keep a diary! Find a cheap little journal and write down feelings, thoughts, perceptions, and anything that feels funny, or weird. You'll be able to refer to it later when those first years are gone and be able to remember the pregnancy with more detail than if you didn't keep a journal. I made a gift of the pregnancy journal to my daughter on her tenth birthday, and plan on giving my son his when he gets old enough to get it.
Keep a medical journal! If you feel weird, or something pops in your head, write it down, and bring it up at your next OB visit. Remember, the only stupid questions are the unasked ones. Also keep in mind, that no matter how weird your question is, your doc has heard it before, and won't think you're crazy.
Don't listen to old wives tales! I was terrified for the first six months of my first pregnancy. I was afraid I'd wrap the cord around the baby's neck by lifting my hands over my head, I would give her an odd birthmark if I got scared, and all kinds of weird stuff. Listen to your doctor and your intuition. Pregnancy is a natural state don't ya know.
Subscribe to every free magazine for expectant parents you can get your hands on. I loved American Baby and Parenting.
Get the "What To Expect" books. All of them. I got my first one as a gift, and I give them at showers with a mommy pamper pack for every new baby in my life.
Pamper yourself cos darlin' you may be the Queen right now but when that baby gets here, you're gonna be less than invisible so take advantage of this time to focus on you.
Talk to other moms-to-be. They're an invaluable resource and can help assuage those fears til your doc can call you back.
Fear is normal. No, you haven't ever done this, and no you don't have a manual, but trust yourself. You're going to do what's best for your baby from the start.
Enjoy the special little kicks and gurgles and flips your baby is making. Right now, the baby is all yours, but all too soon you're gonna have to share.
Don't take a bath after about the seventh month! This has nothing to do with the health of the baby or yourself, but has EVERYTHING to do with your dignity. I personally got stuck in my tub for three hours until hubby came home and "rescued" me.

Finally, quit stressin' sweetheart! It's gonna be fine! You'll be a great mom, and that baby will bring you more joy than any one person deserves, but for some reason, whatever higher power you believe in has seen fit to bless you with the miracle of life. Enjoy it, and good luck!