Ditto on being extremely extremely certain of your health travel insurance details. As a Canadian who has heard just too many stories of unfortunate Americans and fine print issues....

My wife and I did some biking, day stuff, when she was about 3 months, and probably did more later but I honestly don't remember the details.
Off the top of my head, I'd say being extra careful of being hydrated and common sense with road dangers etc are the main issues.
Of course, medical advice from a bunch of internet strangers is never really ideal, so if possible, advice from a woman pediatrician who did outdoor stuff when pregnant and can evaluate you personally is always going to be the best route.
I'll ask my wife about her memories of those weeks of pregnancies.