Yes, there are complications to be considered when you are carrying some extra weight...but I know plenty of thin women who end up with many of the same problems. For the most part, it isn't so much how you start but rather how you take care of yourself once you get started!
I used a midwife for my pregnancy and found the level of health and nutritional counseling much superior to anything my friends were getting with their OB/GYN (not making a sweeping generalization, just my own experiences).
Exercise to your comfort level. I was WIPED OUT through my first trimester, but walked as many times a week as I could and got as much sleep as possible. When I felt better, I went back to Jazzercise and did the low-impact versions until I was 35.5 weeks...I delivered 2 weeks later.
Eat a "diabetic" diet. Lean protein, whole grains, lots of whole fruits and vegetables. Plenty of fluids--I would mix 1-2 ounces of juice with sparkling water for something a little different (grape was my favorite). Watch your sodium in prepared food...but don't restrict salt intake...it can make you retain more water. It isn't license to "eat for two"...you've already got some in reserves.
Use a low-dosage, naturally derived prenatal vitamin. There are lots out there...I used the one my midwife had readily available. It does mean that you have to take more per day, but I found that I felt better and my blood levels of certain nutrients were at the best they'd ever been.
I was carrying more extra weight than I care to admit when I got pregnant--not quite obese but certainly overweight. I lost 20 pounds during my first trimester and only gained that back during the rest of my pregnancy--that is right, I was 1/2 pound heavier on the day I went into labor as the day I got the first positive pregnancy test. I was 14 pounds lighter than that within two weeks--my daughter was 6 lbs. 7 oz. I was retaining A LOT of water...lol...right near the end.
My midwife also attended to a woman, again started out overweight, that was pregnant with twins. She gained 13 pounds during her pregnancy...and have birth to a 6 lbs. and a 7 lbs. twin! Two full size babies and so little weight gain!
I think that ACTIVE "big" girls sometimes have it easier than skinnier women when they get pregnant. We have plenty in reserve so our bodies don't go into survival, baby-growing mode. Skinny doesn't always equal healthy...and "juicy" doesn't always mean lazy or unhealthy.