Hi Gretchen - I have two children. DD arrived after 2 years of trying, then DS arrived after another 4 years of trying after a round of IVF. I'm not sure that I was medically depressed, but I was anxious and with hindsight I found pregnancy rather overwhelming. I have health issues which can make MCs more likely and I had to learn to inject myself daily with anti-clotting drugs. At the time I thought I was coping with everything that was being thrown at me, but looking back I think I was a little, um, unhinged for a while which mostly manifested in my being very controlling.
The bit I found really hard was the first trimester. Once the initial excitement,planning,scans,meetings with midwives etc. had happened - then, well, precisely nothing. In the UK you just get on with it between 12 and 20 weeks. So I was experiencing something which was consuming my thoughts and life - but very few people knew I was pregnant (because of the previous MCs), I couldn't really talk about it, there was little medical support needed etc. etc. so all the time I was putting on this "business as usual" façade at work and with friends while feeling very unlike myself. I think that those pesky hormones are the cause of feeling very peculiar 
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Any how - this is a very long winded way of saying that I think it is very normal for pregnant women to feel anxious and depressed, even frightened and unsure about what they are doing. After all - you are in the middle of turning your life upside down for somebody you've never even met!
Have you had a look at any of the pregnancy threads yet? There is generally a thread/bus for each month when babies are due. That way you can chat to women who are at the same stage in their pregnancies as you. Perhaps something you could join when you feel ready to take the plunge.
Take care of yourself.