Begin by creating a character profile for Hercules in this new situation. Consider his fears, hopes, and expectations. You might start with a prologue that gives a hint of what's to come, like Hercules having a premonition about something strange happening to his body. Then, jump into the main story with the moment he realizes he is pregnant and the chaos that ensues in his mind.
To start a 'Hercules pregnant' fanfiction, think about the world in which Hercules exists. What are the cultural norms regarding pregnancy? You could begin with a scene where Hercules is feeling unwell and goes to seek help. As the healer examines him, the discovery of the pregnancy unfolds. This sets up an interesting dynamic right from the start.
First, you can start by brainstorming how Hercules got pregnant. Was it magic? A strange curse? Once you have that, you can describe his initial reaction. Is he shocked? Excited? Then, introduce the setting, like where he is when he finds out.