Leg cramps start during the second trimester and as the baby develops in the womb. It is not clear why pregnant women experience cramps, but it may be linked to carrying excess weight.
Consult your doctor if you want to follow certain exercise; exercise can help prevent muscle cramps. Water and a good massage can help prevent muscle cramps too. But beware of getting massaged by a non-qualified massage therapist. Wrong massage technique can cause worse problems than muscle cramps.