I agree with @candyflip - I can't see anything to feel guilty about in your story!
You had sex after breaking up with your ex. It sounds like you consensually had sex with someone who wanted to have sex with you, who is an adult, and no one was cheating. Nothing to feel guilty about there!
You two called your relationship off, it sounds like you had sensible reasons. No guilt there either.
Sex sometimes leads to pregnancy. Again, there's no value judgement needed there - we all know it's a thing that happens.
If you decide to have an abortion, it will be because the situation isn't right for having another baby. And whatever your reasons are, they are always good enough reasons! There's nothing to feel guilty about here either.
If you keep the baby, and you feel somehow that you've brought a baby into a non-ideological situation - again, no need to feel guilty! I'm sure it will be tricky at times, but all pregnancies/babies/lives can be tricky, even if everything goes the way you planned it.
It sounds like you're beating yourself up - please don't. Obviously it's tough when life throws things at you that you aren't expecting. But that definitely doesn't mean you've done anything wrong. And wherever you decide to go from here, whatever choice you make is a good choice.