DD1 arrived at 32 weeks - no reason was ever discovered. She spent 23 days in NICU.
When I became pregnant with DD2, the midwife insisted I transfer to consultant care. I met with the consultant and we both agreed I could continue with midwife care as there was no reason for first prem arrival so second may well go to term.
As it was, DD2 arrived at 35 weeks - was whisked away for checks but then came back for a 20 minute cuddle before transferring to NICU, where she spent 10 days.
No reason for her early arrival was found - consultant will insist on monitoring me if we have any more children, but we are not planning any!
Whilst not easy, I do think it was easier leaving the second child in NICU! Not pfb and also, we knew so many of the staff, they remembered us and we knew how well they would take care of DD2.
However, I was still at NICU for hours each day and we took DD1 to visit every day too. This was possible as DD2 arrived on Xmas Eve so DP had a fortnight's holiday already and then took two more weeks as Paternity Leave. DD2 was home by then.
With DD1, DP too 4 days as emergency compassionate leave and went back to work until we brought DD1 home, so I was at hospital each day but was discharged when she was 2 days old.
One positive outcome of DD2's early arrival is that, by the time we brought her home, DD1 (aged 2.3yo at the time) had really got used to the idea of having a baby sister and we have never had any jealous big sister moments!
Good luck - and pack your bag! We never did but really should have known better the second time, just in case!