Ds2 was a 35 weeker so not particularly prem compared with most people here but i still have this wide range of emotions;
being happy and relieved that he is now home safely, feeling guilty that it may have been something i did/didn't do that made him arrive early, feeling bitter towards/jealous of other woman i see who are obviously about to pop a full term baby out, and still coming to terms with how fast it all happened - despite being in hospital anyway I didn't realise he was coming until i was 8cm dilated - I thought i was just constipated!!!, are just a few examples.
I assume most of these feeling are normal but wondered how other people felt after their premmie arrived.