Already miss being pregnant

I feel so incredibly lucky to have such an easy pregnancy so far. And now with in the past few weeks I have really learned to just love and enjoy being pregnant. I am only 20 weeks and I feel such a strong and special connection to this baby that obviously nobody else around me is experiencing. Of course I am excited to have my baby and share him/her with my husband but I almost feel sad when I think about not having this little one all to myself and have him/her with me every second of every day. These feelings then make me worry that I am going to have a really bad case of the baby blues when I do finally have him/her. Is that crazy? Are there things I can do to make the transition easier when the time comes?