I was 19, very much unplanned - I was just starting my second year of uni. Boyfriend and I were living two hours away from all family at university so no practical family support but they were supportive emotionally.
Friends and uni lecturers were fantastic. Gave me the option of dropping out/deferring a year/pushing through and deferring third year/just bulldozering through it. I chose the latter 
Pregnancy was tough because I was balancing morning sickness and getting bigger with lectures but you're a little bit older so don't have to worry about that as much. DD was born on the last teaching day of my second year; I handed in 2 essays in the month after she was born and got a 2:1 for the year so not too shabby
and then carried straight on to third year and graduated with a first, so for me the experience was very positive!
I've recently turned 22 and DD is two and a half and I love being a younger parent. DP is 31 so doesn't fall into that younger parent bracket. I think some of the "oh you'll have loads of energy if you're young" is bollocks; every parent is in a sort of permanently-exhausted state but you get used to it quicker if you're younger I think.
I had some judgmental glares during pregnancy, I got tutted at in the queue in ALDI once which was a real low moment
and obviously you encounter the "young mums/unmarried mums/unexpected pregnancies are irresponsible, scrounging blah blah blah" but ignore them. I've been blogging about being a younger parent for the last few years, trying to dispel some stereotypes, and there's an amazingly supportive community online.
I struggled with loneliness. As I was at uni, none of my friends were having babies or planning on it (neither was I in fairness!), and they all doted on DD, she was their little mascot before she was born but not having someone to discuss the pregnancy and birth and the difficult early stages with someone who'd understand it was tough. But that's where online groups come in; join the antenatal club on here for your due date. Joining the April and May 2014 groups was the best thing I ever did; we are all now friends on Facebook and have met up and they have been the most supportive, incredible community right from the word 'go'.
We don't regret a single thing. Marrying DD's dad in December, the money situation is nowhere near as bad as I thought it'd be, we've got a lovely private rent flat and supportive families just a phonecall (and still two hours) away. This little girl makes me so happy with every choice we made during the pregnancy; she fills my life with so much purpose and meaning that I didn't even know I was missing out on! When people say young parents should travel and have adventures first, I laugh - I don't think there's any bigger adventure than being a younger parent, and there's nothing I'd rather be doing.
It's turning into a bit of a novel but best advice I can give you is to join those online communities and enjoy. It's the most amazing experience!