The nerves are definitely normal! I was convinced they were going to tell me that I was wrong and actually wasn't pregnant when I had 12 week scan...so I bought another hpt to do that morning before scan, then ended up in a rush and so nervous I forgot! 
Baby was there though 
Then after 12 weeks I started to worry about hearing the heartbeat at 16 weeks, I had seen it on the scan beating, I had the photo to prove baby was there, but I worked myself into a state thinking they wouldn't find a heartbeat and that the little one would have magically disappeared without me noticing. Heartbeat was perfectly normal and they found it in seconds .
Then the 20 week scan, I've had very very little appetite since being pregnant and I don't feel like I am showing (although I'm told I am) so I began to worry that what if because I've not eaten much baby hasn't grown properly/enough and they say there's no way I was 20 weeks even though I knew for a fact I was?! All that worrying for nothing as I truly can't believe how much he's grown when comparing 12 and 20 week photos!! I still don't feel like I'm showing but I'm now 23 weeks and I feel like in there kicking me everyday now 
which helps ease the worry a little (until I worry if I haven't felt him much yet that day lol).
Tomorrow I've a consultant appointment to schedule additional scanning and I've not a clue what to expect from it but I'm already worried even though I'm not sure what I'm worried about lol.
So I'd say yes the worrying is normal. Completely normal. And when you stop worrying about one thing you'll find another to worry about. I told DH I won't stop worrying until I'm holding our son in my arms...to which I was told I will only worry more then!
Ah the joys of motherhood
Congratulations and enjoy your scan tomorrow 