Becoming religious while pregnant?

I have never been religions but since being pregnant I have found this overwhelming urge to pray and believe in god, my baby's father is a Christian but I am not, he has kindly suggested we go to church service on Sundays if I want to become a part of it.

I have become interested in the bible and am even looking to christen my baby.

I find this religion and belief gives me some reassurance for my baby. Like I am protecting him from badness.

Would you say this is a normal thing to be experiencing?

Please no nasty comments