Raffles I wrote a post almost exactly the same as yours when I found out I was pregnant with DC1. He was planned - or as planned as it gets in my house - and I felt like a fake as I should have been over the moon but I wasn't!
Your life changes in a second when you find out you are expecting. Changes to what you can eat, drink (sigh - expecting DC2 and missing the wine again!) what you can physically do etc... The whole thing stretched out ahead of me as this terrifying unknown thing that I wasn't sure I was going to like at all. I felt like my life was over.
Then I also felt awful for feeling awful - there are women who are desperate to be pregnant and aren't and I felt so ungrateful. Then I felt awful because I thought the same things as you about miscarrying... I think that is more of a self-protection thing though... If you consider it and tell yourself that there are pros and cons to every eventuality, it won't be as painful if something does go wrong.
You don't say how far along you are but if you are in the first trimester, I think it is the hardest time. You have no bump, you can't tell anyone you are pregnant, you feel like shit and there are loads of unknowns. Things get loads better after about 16 - 20 weeks when you start to feel the baby moving around, start to get a proper bump (which you will stroke all of the time), people start smiling at you in the street and you can eat as much cake as you like without judgement.
I was getting really excited by about 20 weeks and although I had an 'interesting' birth experience, seeing my gorgeous boy for the first time (I am welling up thinking about it!) and hearing his first little cry is the single most amazing, joyful and utterly surreal, experience of my life.
I thought I would be bored being a mum - I'm not. I thought life would be dull - it isn't. I thought my social life was over - it isn't, I still go out and have a great time with my friends, just less. And not less because I am trapped, stuck at home, tied to my family, but because I want to be at home a lot of the time. I'm more tired than I was before DS arrived, I brush my hair less, wear less make up and wear more clothes with elasticated waistbands but I have not one single regret. Besides - it can't be that bad, I'm having another one!
Please do discuss your feelings with your midwife - you don't have to feel like this and all the hormones whizzing around don't help. Good luck with everything.