First step is to go a little easier on yourself here. For all he is yours, your baby is still pretty much a stranger. Whilst many women seem to be 100% bonded and in love from birth or before, many many women are not. It's totally fine to take time to find your feet with each other.
On top of that, your body is adjusting from the pregnancy and birth, your mind is adjusting to new responsibilities, and you've basically been handed (whilst recovering) a temperamental expensive and complicated machine that didn't come with any instructions.
Similarly, your baby will know very little about what he wants or needs. Go back to basics - lots of feeds, lots of cuddles, and being 100% gentle on yourself. If you and baby spend all day when your dh is back at work just hanging out and cuddling with whatever you like on TV, and nobody makes it out of their pjs, that's fine.
If, over the next few weeks, you still find yourself feeling sad, why not have a chat with the GP? Pregnancy and labour can dump a whole vat of new hormones onto use that can be incredibly overwhelming, and chatting these over with the GP can help. They may even think it worth you taking some meds to help lift you out of the sadness. That's for a few more weeks down the line.
For now, I'd just soften how you think about yourself as a mother, spend lots of time closely with the baby and remind yourself that you are both still getting to know each other.