Article in the medical journal Lancet:

…used vital statistics natality records to examine all known births in Michigan and New Jersey, USA, between Jan 1, 1989, and Dec 31, 2003.

Maternal weight gain during pregnancy increases birthweight independently of genetic factors. In view of the apparent association between birthweight and adult weight, obesity prevention efforts targeted at women during pregnancy might be beneficial for offspring.

WebMD suggests these guidelines for healthy weight gain during pregnancy:

In general, you should gain about 2 to 4 pounds during your first three months of pregnancy and 1 pound a week for the remainder of your pregnancy. (Total 25 to 35 pounds)