Hi there,
Congratulations, I hope it's all going well.
There are no settings for the Wii Fit specifically for pregnant women, but you can simply choose those that you are comfortable doing. I would suggest talking to your doctor or midwife about what kinds of exercises would be safe and effective, and then just picking the appropriate ones from the Wii Fit selection.
I know many women do gentle yoga while pregnant, but you would probably be better off seeking specific advice. There are quite a few books at
Amazon UK and
Amazon US about yoga during pregnancy.
You could use a book to find out what poses are safe and then do them using Wii Fit, which will help you with the balance side of things.
You don't have to do the fitness test to use Wii Fit, and there is no "I'm pregnant so stop nagging" mode

So I would just skip the Fiteness Test and the weigh-in until after the birth, otherwise it will just spend the next couple of months telling you that you have put weight on, and then be
very surprised when you lose about 8 pounds overnight!
You may want to avoid EA Sports Active until after the birth, many of the exercises are quite strenuous, and involve a lot of jumping, squats, and running around. However there is nothing to stop you designing your own routine based on the exercises you are comfortable doing.
But most of all, I think it's best to talk to your midwife, they should know what you can and can't/shouldn't do, which will probably change as your pregnancy progresses.
Best of luck for the next few months, and do let us know what you do, and how you get on with Wii Fit, I'm sure there are lots of women who would like to do the same.