I've just become a first time mum last week! I felt exactly as you did. Baby wasn't planned, and although for years I'd been whining 'I want a baby!' as soon as I found I was I wasn't so sure anymore! All my broody feelings just vanished, and I was really worried about how I would feel when the baby arrived. Well, so far I am completely in love (although perhaps a little less so at 2am after three hours of feeding!) and can't imagine life without him. I love him more than I ever thought possible and I'm sure that it will be exactly the same for you. As everyone has said, you have plenty of time for names, me and DP were pretty sure what we wanted, but we still didn't officially decided till the night after he was born.
MY biggest worry was about the labour too, but I managed. I found gas and air to be truely wonderful! But like someone else who posted here the midwifes didn't think I was in established labour, so I didn't get it untill I was already 10cms. But I survived and so did he and things after that hurt a lot less I can tell you that much!
As for people looking down their noses, ignore them. I am considered a 'young mum' by my work colleagues, and some of them couldn't hid their shock and basically disdain when I said I was pregnant. But we are designed to give birth at this age, so there should be no reason for people to feel this way, so don't even worry about them!
basically, if you can, enjoy being pregnant (I hated it) and make the most of the time you and DP have together at the moment to strengthen your relationship. Look after yourself and I look forward to hearing about your happy arrival next march!