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Just be glad he cares and isn't the exact opposite. With that said maybe it would be a good idea to sit down and talk to him about it. Tell him you know he means well and you are really happy he is so enthused about the pregnancy, but let him know while you are glad for his advice that you know what is good for you baby and to trust you to make the right decisions for your body and for the health of your baby.
I also got my guy more involved in the pregnancy that way. We decided that for us to both be involved and for us to know what REALLY is good and not good for the pregnancy was to get pregnancy books and both read it week by week. He got Expecting Fathers book and I got Week by Week. It worked great he found out more of how to approach situations and what I was going through. While I was finding out more of what was needed of me to carry this baby properly. The biggest thing during pregnancy and maintaining a relationship is to keep the lines of communication open. If i get irritated I let him know and he knows not to take it to heart. I also realize he is just worried that both me and baby are healthy which is good because I know he cares and is as excited as I was when I found out!
If his nagging bothers you, try to let him know. You are still in charge of your body and taking care of yourself sometimes means splurging a little. As long as you aren't flat out ignoring sound medical advice you are probably fine to indulge a little bit. (unless you are taking drugs, or consuming things that are likely to cause birth defects). Give him things to be in charge of. Ask him to rub whatever part of you is especially sore or ask him to take over a household duty that you would like a break from. Keep him informed of the things you know you are doing right or that are likely to put a smile on his face. If his help gets too controlling, ask for help from a friend or relative.