As a mom of a 13, 9 and 3 year old I want to tell you that it's only natural (pregnant or not) that you feel that way. Every milestone and the beginning of a new chapter is hard for us moms to get through; however, I have found that each milestone we reach always brings new adventures, memories etc. All of my children have been in preschool since they were toddlers for 1 or 2 days a week (9-3) Personally, I think if you have a good preschool or pre-k program in your area, it is good for the child as well as the parent. It gives them an opportunity to meet new friends and learn new things (esp. socially) that they probably wouldn't learn at home. It also gives mom a much needed break to do whatever she needs to do, whether that be spend one-on-one time with a younger child, clean your house, go to the grocery store, get all of your doctor appointments, hair appointments, etc. out of the way, or just simply to take a nap if needed. I am a strong believer in a little bit of me time goes a very long way. We moms need to recharge our batteries - it makes us better moms and wives when we do.
Good luck on getting through this time. I think once you guys get into a routine, you will see this is probably a good thing for everyone involved!