Once you become pregnant, certain changes in your body will start to develop, and one of the most essential ones is the weight gain. Your weight changes not only because of the baby growing inside of your womb. Your body is also accumulating energy and substances needed for the fetus during pregnancy and delivery, as well as breastfeeding!
If you're afraid that you're gaining too much weight too quickly, the first thing to do is not to panic. The amount of weight gain and its rate differ widely depending on your pre-pregnancy weight and your pregnancy itself. Start by looking at the paragraph above and finding your recommended weight gain for the 40th week of the pregnancy.
If you're absolutely sure about your excess weight gain, focus on eating a healthy diet and some physical exercise. If you can't think of anything, try walking. Taking a 20–30 minute walk every day is beneficial to your body and might be a good start for an even healthier lifestyle! 
Ask your OB-GYN for any further options suited to your personal needs.