Depression

How harmful is depression on you and your unborn baby? Over the past few months, I've been having a really hard time dealing with my body changes and the fact that I've given up basically everything that helped me relax. Smoking and drinking.. It's aggravating because my SO still gets to do everything that he wants and I'm left here with a body and mind I can't control anymore. I seriously don't know what to do. I cry all day, everyday. I'm just so unhappy, but I'm excited to bring a life into the world? We've also been having some financial problems and we have 4 months until little man gets here and we basically have nothing for him still. But my SO can go buy his weed and stuff.. Sorry for the rant, but I don't know who else to talk to.. I try to talk to my SO, but we just end up fighting. Should I talk to my doctor about how I feel, or is this normal?