Welcome User147!
Congratulations on your pregnancy. This is my second pregnancy and was via IVF so even though I have private moments of 'WTF have I done?!' this is mainly down to my crippling morning sickness. I do want this baby desperately.
However, with my first (DS is now 2) I was absolutely crapping myself. I was 37 when I got pregnant with him, so grown up enough to know better. But my BF and I (now husband) had not been together long. He convinced me I would be mad not to try to have a baby (he already has two from his first marriage), and I guess I was seduced into the idea of being a mum with this lovely new man.
So here I was with a major career (I owned my own business at the time, I have since sold it), my own house, total independence, and lovely BF - I flounced off to the GP on a whim and had my Mirena coil removed....and of course within 6 weeks I was up the duff. I literally went into shock!! Maybe that is how you are feeling now! So yes it was planned but a big part of me didn't really think it would actually happen!!
Every day of the pregnancy that passed I realised that my life was no longer my own, this tiny terrorist inside me was literally sucking the life out of me - he made me sick and exhausted and emotional. My career confidence took a big dive and I think my poor BF wondered what on earth he had suggested!
Anyway, roll forward and I can categorically say it was the BEST spur of the moment thing I ever did. I found pregnancy tough and the newborn stage even tougher. I swore I would never ever EVER do it again. But it was an adventure, and here I am so desperate to do it again, and so fearful that at nearly 41 I may have missed the chance.
But your words 'feeling like this was a big mistake' really resonate with me. I have been there, and felt guilty for so long for feeling that. What you are feeling is totally normal, your hormones are all over the place, you probably don't feel yourself, and perhaps like me you need to actually BE pregnant to realise what changes you are going to face.
I suggest just take one day at a time. There is no point in me telling you that it will be the best thing you ever did, because you need to discover this for yourself. What I did enjoy at this early stage was planning for the scans and reading about pregnancy and watching my various symptoms. When I couldn't cope with the big picture I just treated it like any other work project and that helped.
Has this endless ramble helped at all? You feeling any nausea yet, and / or thinking you might have an early scan?