Major denial and feeling horrible for it

I found out on the 21st of September I was pregnant (I had to go to the doctors to see if I had strep and a UTI) she tested me and told me i was pregnant and I had to be 6 weeks along. I haven't gone to the OB yet (I go this Monday it was the earliest they could get me in) I still can't believe it and that was 3 weeks ago I found out. I feel terrible I haven't come to full terms just I still don't know what to think......I haven't vomited (well like twice at work once at  home at night after eating 2 small bowls of cereal) just nausea in the morning and sometimes in the afternoon (if I haven't eaten in an hour) and I've noticed some weight gain (I used to be 115) along with headaches, tiredness, 2 missed periods, and peeing a ton (but I do drink lots of water) but I haven't noticed any little bump or pouch. I just still can't believe that I am because I've had very light symptoms. (Besides the past 2 days I've been feeling like utter poo) just how did all of you finally realize it? Am I really that much in denial that I believe that I'm not even though I heard from a doctor I am......