New Job & 9 weeks pregnant?!

Has anyone interviewed for a new job and then found out immediately after that they were pregnant and still accepted the position?
I'm starting a new job (after 3 years at my precious company) and I will be just over 9 weeks pregnant when I start. I know there can't be legal implications, but I'm nervous to tell them and feel quilty! 
Advice.. PLEASE?! 😖