The first thing to keep in mind, is no crazy exercise for at least six weeks for a normal delivery, eight if you had a c-section. Your doctor will give you a list of exercises that you can do during the post partum period. Some of them include walking. You will find that slow walking will get your body ready for a higher intensity workout. Yoga might be another exercise your doctor gives you the OK for. It gets your blood flowing and it helps reduce stress, which trust me you might experience a lot of after you bring your baby home. Some of the poses will have to be avoided but you will be able to do the basic moves. You might even be able to find a postnatal yoga class at a gym. As long as you had a normal birth, your doctor should give you the OK to do pelvic tilts. C-section moms might have to wait a little longer before they do any sort of abdominal exercises.
Other things to keep in mind, is to listen to your body. Do not push yourself or your body during your postpartum period. You are not going to be able to go right back to the exercise routine you might have done before you got pregnant right away. Once you are ready though, there are so many benefits to exercising to lose your baby weight. You are going to have a whole slew of new physical demands such as carrying around a baby who is only going to gain weight and get bigger and also loading car seats into cars and lifting strollers in and out of trunks. Exercise will help strengthen you for those new demands.
Exercising or at least keeping up with your walking in your post partum period will give you extra energy which you are going to need and has been shown to help decrease symptoms of post partum depression or the baby blues. Your endorphins kick in and you will get what some people call a natural high.