Submerging in warm water can feel soothing during pregnancy and is recommended if you have muscle aches, tension or elevated blood pressure. I advise against prolonged immersion in hot water, such as a hot tub, because your own body temperature will rise and your baby has no way to cool off. However, a warm bath should be absolutely fine.
Our parenting advice is given as suggestions only. We recommend you also consult your healthcare provider, and urge you to contact them immediately if your question is urgent or about a medical condition.