I knew I would be a prime candidate for the day 3 blues as I am an emotional person when under stressful situations - it just comes out as tears usually. So, I was expecting that but still found it a bit hard, kind of embarrassing even though everyone was very understanding and kept saying "oh day 3 or 4? yeah thats right". I found mostly though it was to do with the traumatic birth that we had, feeling terrified still when thinking back to what happened, not so much feeling out of control with motherhood.
I think though that to be prepared is best and makes it that bit easier. The midwifes put a sign on my door banning everyone from my room, including staff so I could have a good bawl. That helped a lot.