Well, the birth almost certainly will hurt - you could opt for an elective C-section but they're not without risks. There is pain relief out there, though. I was terrified of the pain in my first pregnancy and was absolutely clear that I'd be opting for an epidural - epidurals are very good at quelling pain in vaginal births (although be warned that they don't always work fully - mine didn't). On the other hand you may find that in reality you'd prefer to keep going with the other pain relief options.
Abnormalities - some of them can be screened for. But if you go down this route, it's a good idea to have some idea of what you'll do if screening finds an abnormality. The rest of it is, sadly, out of your control. Apart from knowing that if you put the baby to sleep on its back you'll drastically cut down the risk of cot death. Parenthood means constant worrying, I'm afraid. Better get used to that now.
But that doesn't mean you can't do something to cut down your worries. I am a bit crap on reading up in advance on babies (odd because I'm usually Missis Prepared) but it's a good idea.
Keep an open mind about lots of stuff - yes, get informed, but don't decide in advance that you'll DEFINITELY follow a certain routine, have a certain type of labour, bottle/breastfeed for definite, and so on. You just can't tell.
Names - hey, girl, you've got months and months and months. Honestly. You may not believe this but my partner and I were still arguing vaguely about what to call our second baby (and we didn't know the sex) the day I gave birth. I swear we only went for the name we did because when I said 'oh yes, what about XXX' (I'd been reading a book by someone with the same name, and remembered that I'd always liked the name and meant to call a daughter it - durr-brain or what, I'd already had one girl) and we didn't have time to argue about that one too.
Does any of that help ?