My midwives over the years had taught me to forget all I had read about weight gain in pregnancy, to eat what they told me to eat, and forget the scale. The amount of weight didn't matter as long as I was taking in the right nutrients. This advice came in handy in my twin pregnancy. With twins, a large weight gain in the first two trimesters is of the utmost importance in having healthy birth weights for the babies (hindsight tells me that it also has to do with not being able to squeeze in much food in the last trimester). I didn't know I was expecting twins until (at twenty weeks) it was far too late to go back and put on large quantities of weight. This was one time that my habit of self-medicating morning sickness with carbs came in handy. Moral number one is eat like crazy all during the pregnancy. If you're just reading this in your third trimester, do your best with no fear of fatness...you'll never believe how fast all that weight comes off nursing two babies. I 'only' put on sixty-five pounds (out of the 60-80 that was recommended), and it was gone within ten weeks with no dieting. Eat, Momma, eat.
The other important thing I want to share about carrying twins is something that I had read before that just didn't seem to click in my brain. Assume you are in labor even if it doesn't feel like labor normally does for you. (Interpreted for first-time Mommas: just don't feel bad if you have several false alarms for labor.) I really did not believe I was in labor when I truly was. After naturally birthing as many times as I had before, I trusted in my instincts and experience...and I was wrong. That old uterus is so distended, it won't send signals the way it usually does. When in doubt, assume it is the real thing.
Not terribly exciting, but these are the things that I wish I had known (or known well enough to not feel guilty). Your mileage may vary.