Your fears are natural
Probably the most common anxiety is simply fear of parenthood. This can be fear of whether you will be a good parent or of whether you can cope with bringing up a child, or both. On top of this will be the concern about your child’s happiness if you don’t do a good job of it.
There will be economic anxieties. Even if both parents are working, the money that was once enough for two now has to cover the needs of three, so it will be spread a little more thinly, and luxuries and comforts, expensive vacations, a new car, or redecorating the house may have to go by the board for a while.
Another cause for anxiety will be the undoubted loss of freedom. No longer will you both be able to jump into the car and whiz off anywhere ...