Nothing to be scared of.
Oh, apart from the commitment, lack of social life, change in household routine, lack of sleep etc... 3 kids later (6, 3 and 8 months) you get used to it!
The only good bit of advise I was ever given, was that she is always right, even when she's wrong. This is biggest, most life changing event in her (and your) life, but for her it's physical, psycological and hormonal.
As for the lack of sex, first time she was pregnant, the standard line was ("don't you dare come near me, look what happened last time!"

. Maybe there was a bit of fear regarding 'is it safe'.
Second time round, 3 months pregnant and she wouldn't leave me alone! Pretty much until 2 weeks before birth!
And this afternoon, the youngest blurted out her first DaDa when I got home. I crumbled!