I feel exactly the same! It's almost as if we're in limbo, as we've finished work so don't necessarily 'fit in' to an office environment/routine anymore, but equally we don't belong to the 'mummy world' yet (presuming this is your first as well?) Sorry, that's not particularly eloquent, but I don't know how else to explain it, just rest assured you're defo not alone.
I've been lucky enough to have a fantastic pregnancy, which I sometimes think makes it worse as I was working 60hr weeks at 8 months and to go from that, and from working hard to prove yourself to just finish completely and be watching daytime tv everyday feels strange and depressing. I also worry that my friends won't bother with me when I'm a mum and I'll be left feeling alone and isolated. BUT, I honestly think these fears are normal.
I read a post on MN which suggested taking prenatal vitamins because of the B6(?) - funnily my mood had dipped after I finished my last packet, so I started them up again and feel so much better (might be a placebo though?) I take Pregnacare btw.
Similar to other posters I also attended a NCT course with my husband and that helped so much - mainly because we met 5 like minded couples in the same area, who are all expecting their first babies too.
Checking MN and other pregnancy forums helps me too - makes me feel I'm not alone in feeling this way. Good luck and hope you feel better soon x