Denial

My baby will be 2 months old in a couple of weeks. She was premature and has only been home from the hospital for 9 days. I am still in denial about actually having a baby until I am looking at her. Randomly throughout the other day, I will have the thought "Hey, you have a baby" pop into my head. Whenever I wake up, I have to remind my self to snap into it because it's real. Even when I'm holding her sometimes, I just sit there staring off thinking about how I went through a pregnancy and now I have a real, live baby. I know I'm in some sort of depression and I always have severe anxiety, but I don't know if this whole "what's going on in my life?" feeling is normal or not. This is my first baby. I do love her, but probably 70-80% of the time, I feel like she's not even really there.