Weight in pregnancy is not just due to the baby, placenta and waters, but also your metabolism changes and certain organs will develop more (uterus and breasts), your blood supply will increase and there will be more fluid outside of the blood vessels i.e. swelling. Fat stores are laid down as pregnancy requires more energy for the work involved in developing the fetus and particularly so when it comes to labouring. Most of this is stored in the first thirty weeks.
Weight gain is generally slower at the beginning of pregnancy and suddenly increases in the second half. Average weight gain is 12.5Kg in total, 4.5Kg up to twenty weeks and then the majority afterwards until delivery. If you feel you have put more than this on, my advice is to eat healthily, smaller more regular meals and gentle exercise may help.
See: Prentice, A. et al (1996) Energy requirements of pregnant women and lactating women. European Journal of Clinical Nutrition. 50(suppl.1): S82- S111.