Moving across the country?

So I'm pregnant with my first baby and the father had to move away to Idaho and I'm still stuck in Maine. He wants me to move out there with him to have our family together but I have no family in Idaho. I'll have no support out there except for the baby's father. I want to go and I want to be with him but I'm so scared it's not the right thing to do and I'm so scared to be so far away from my family with a new baby. Any advice?