Hi Edith I haven't been myself but there seems to be loads going on at the Children's Centre in Malvern Link (opposite the PO). I'm 21 weeks preg with DC2 and fully intend to start going to some groups in the next couple of months.
With DS1 I went to the Salvation Army playgroup, which is very chilled out, and a group at the church behind the firestation (forgotten the name!). The Family Info Service at Worcester County Council gave me a list of all the groups that meet in Malvern so it's worth giving them a ring.
I liked the one next to Malvern Blinds (behind fire/train station) at Eden church. IT's 9.45 to 11.30, runs on tues weds and fri mornings. Apparently friday is the busiest day and it's difficult to get in. I took dd on a tuesday morning and it was lovely, met some really nice people. The people running it are great!
Unfortunately dd has turned 3 and decided she is too old for toddler groups and I'm surprised to say I do miss them!