Alcohol is a no-no. It goes through the placenta in higher concentration than it goes into your own bloodstream, so baby gets intoxicated even when you don't feel the effects.
Exercise is good, and swimming is very highly recommended during pregnancy. Biking is probably good and safe if you're already conditioned to that. I'd check with the doctor about running, because it can give the body a pretty strong jostling. Jogging I'd stay away from entirely.
You might want to check out
http://www.babycenter.com for lots and lots of information, discussion, etc about pregnancy, parenting, and family life. When I was pregnant with my son, I found answers to everything there!
How far along do you think you might be? Have you take a home test? If you can't afford a test, you can get one free at a crisis pregnancy center if there's one in your community. (Look in the yellow pages under "abortion alternatives.") I would strongly recommend against going to any place like Planned Parenthood, though. I know several people they tried to force into abortions against their will.
I hope everything goes well for you!
God bless you.
---Christina