You're hormones are all over the place. You're going to cry over little things, get angry over little things, etc. Your body is undergoing some MAJOR changes.
So, when you decided you wanted a child and knew you had 3 bedrooms, what did it look like in your head? How did things pan out? I know it's fun to do up a nursery, but the baby won't really care. In fact, if you can work it so that SD and the baby can develop a relationship instead of a competition, YOUR life will be better and so will theirs.
Men aren't typically into "babies." They tend to come around a little later. I would simply encourage you to be patient and communicate with him. He can't read your mind. Talk to him, let him know what you're feeling.
Good luck, and congrats!

We are TTC now and I don't think you should feel you are inconveniencing anyone. Sharing is what being a family is all about. Even if they were not COD, they would still be in this situation. What is the sitch with the 3rd bedroom? I completely understand the feeling of missing out on having all the firsts though. I feel as though my not-yet-conceived baby won't be as special because he/she isn't his first, but I think these are just my own insecurities. Have you talked with him about this? Does he understand how you feel? The fact that he is making the Dr.'s appts shows he is at least interested and cares about the baby's health, right?

I went through the same thing you did. My Skids live with me and 4 years ago I got pregnant with my twin boys. We also have a 3/2. My skids were 7 and 10 at the time. OUr solution was to have the boys sleep in our room with both cribs. they are still there with beds and we have plans of converting our family room into a bedroom for DH and myself. I can relate with the distance thing. My husband was like that too. For me it was frustrating sometimes because I felt like he didnt want to bond with the babies and since he had done this before it wasnt as special to him. As I think back on it now it was just my insecurities rearing their ugly heads. Guys dont feel the baby like we do. It is not moving inside of them so it is harder for them. I can tell you though that my husband adores the boys. I am sure when your husband sees your daughter he is going to fall madly in love and she will have him wrapped around his little finger. My only advice would be to see if you could have your daughter stay in your room for a while. Newborns need constant attention and wake up all through the night. You are not going to want to stick her in a room with your SD once she is born. Good luck and enjoy this time.

I agree with Oi Vey that pregnancy hormones may well be affecting your mood at the moment. There is a misconception that women are glowing and happy throughout pregnancy, whereas in fact pregnancy can be hard physically and emotionally and it's not unusual to feel down at times even with a much wanted pregnancy. The presence of children from a previous marriage can exacerbate normal nesting anxieties, as well as the tensions with your partner when you are about to become parents together for the first time and wonder how it will affect things between you. So the first thing is to stop giving yourself a hard time and worrying that you have been selfish. Being a stepparent requires a high degree of unselfishness and you have obviously worked hard on your relationship with your SKids so you are not a selfish person. You very much wanted a child of your own and you are entitled to experience that joy. As for your husband, as others have commented it is not unusual for husbands to fail to live up to expectations of delight and nurturing. I was also disapponted with the lack of cosseting from my husband, although it was clearly unreasonable to expect a man who had had 5 children to experience everything with the freshness and excitement of a first time parent. The fact is that he could have happily done without any more children, but he knew before we married that having children of my own was a dealbreaker and he needed to buy into that. Much later, and long after BD had arrived he did admit that once I became pregnant he had experienced some anxiety about how the arrival of our baby would affect our relationship, partly because he had already seen the relationship with the mother of his other children go sour. I also think many men struggle to really bond with a new baby until it starts to become more interactive and less latched on to the mother. My DH soon came to adore BD4 and BS2 and their arrival has created a happier and more stable home for everyone, including my SKids.

We were also in a 3 bed house when BD arrived, and although we were non-custodial at that point SS9 had one room, and SD11 had another which she shared with my older step daughters if and when they chose to stay over. They were with us frequently enough for it to seem like a bad idea to displace one of them and make them share, especially at that age. We dealt with it by having BD in our room. It is recommended that baby sleeps in the same room as their parents for the first 6 months anyway as it decreases the risk of cot death. It also makes it much easier to see to baby during the night. We had BD sleeping in our room till she was 12 months, and then we would put her in a travel cot in SS9's room when he was not with us, until she was 14 months and we moved to a bigger house. Personally I wouldn't have wanted to inflict a baby waking up at all sorts of unsocial hours on either of my SKids, although my SD was also up for sharing with BD originally.

As for the nesting instinct and resentment at not being able to make everything perfect for a first baby, that can be a hard instinct to fight, and SKids can be an easy target, but I think a lot of it comes from the ridiculous consummer pressure to accessorise a baby with the best of everything, when in fact all the baby really needs is love, milk, a few clothes and somewhere to sleep. Baby does not care whether the curtains match the quilt, or how much their buggy cost, or whether they have their own room. Anyway lots of luck with your baby, and remember you haven't robbed anyone of anything.