If you are expecting a child, some of the pregnancy advice that you may get is basic information on need to maintain a pregnancy exercise regime, importance of eating nutritious food and consuming a lot of fluids and so on. These are things that you already know. There may be others who tell you to do things that you know for sure are not to be done. In such cases, you can say "Thank you. So kind of you to be so concerned about me."
It is ideal to follow your pregnancy doctor's medication and talk to your doctor for every concern that you may have. The pregnancy advice that you get from your doctor is always recommended as the best. Carry the doctor's mobile number in your purse at all times. In case of any emergency, you can always depend on your doctor for the best advice.
As for other uncles, aunts, neighbors who are always raring to give your advice, you can always say, "Thank you. All your information is too over whelming." Usually, when you tell them not to give any more pregnancy information, they do tend to stop. If the advice shower still does not turn off, you can say, "I have already talked to my doctor about that and she has helped me out."
However, it is also important to learn from other people's experiences too. If you are undergoing certain health complications, you can always talk to other pregnant women for pregnancy advice. You can also talk to mothers who have gone through similar problems as you are facing right now. They will give you reliable information on things that you need to take care of.