Worrying is totally normal! I'm 18 weeks today and have worried almost constantly since peeing on that stick. I'm hoping feeling regular movement will be reassuring, but I'm still waiting for that (and my next scan).
A couple of wee points to put your minds at rest:
Parma ham (and other cured meats) were banned by the NHS because of the risk of listeria - which is a food poisoning bug which doesn't actually affect the baby, it's just not a great thing to get ill with when pregnant.
Eggs (uncooked) are banned due to salmonella risk. The risk from commercially bought eggs in the UK (especially free range) is negligible. Again, this is a food poisoning risk, not a risk direct to the baby.
Alcohol - is a problem, but it's thought early on in pregnancy (before your positive test) the baby is not affected as it does not share your blood supply yet. Once you have an established placenta at about 10 weeks you're sharing your blood supply properly. However, this doesn't mean you're OK to drink till then (unless you have chosen to for your own reasons, it is your decision after all).
The one to really look out for is toxoplasmosis - this can cross the placenta to affect the baby directly and can cause a lot of issues. This can be caught from animal feces and uncooked meat. This is why there are guidelines about washing all fruit/veg, cooking meat thoroughly, and not changing out your cat litter or doing gardening if you have cats in your neighbourhood.