Midwife scared me

I had my first midwife app last week at 9 weeks 4 days and was all going well. I told her I was really happy at the moment as I lost my last baby at 8 weeks and being past that time made me feel more at ease. The midwife turned round and said your baby is not certain till it's in your arms, you can miscarry anytime or even have a stillborn nothing's certain! I know it's true but it really upset me and had made me feel quite depressed and worried again ?