One of the most important things you can do is to increase your daily activity. Aim for at least 30 minutes of activity most days, or 150 minutes of activity per week if approved by your doctor. Activity includes walking, exercise classes, hiking, or even playing outside with your kids. If you can't be active for 30 minutes at one time, break it up. For example, park your car in the back of the parking lot and walk an extra few minutes to and from work. Use the stairs instead of the elevator, and take a 5 minute walk at lunch.
If you're overweight, losing even 5-10% of your weight can help reduce your risk of GDM. A 180 pound woman could lose 9-18 pounds and improve her health for pregnancy. The less body fat you carry, the less likely you are to develop GDM.