With DS I had no idea I was pg until I had a blood test to see what was wrong! I just missed a period. And kept missing a period. I really didn't know at all! It's perfectly normal to not "feel" pregnant at all and it isn't a bad sign (it wasn't in my case - I have a happy, healthy boy now).

You'll be fine, don't worry about this being your first, I bet your next will be different again so you'll still wonder what the blazes is going on!