Afraid to get pregnant but want kids

Hi everyone 

I just turned 27 and boyfriend 28, we are engaged and will buy a house soon hopefully.if all is good end of 2017 early 2018 we are going to try.

Only thing is when we are in "the act" my fiance jokes about trying this min and I get excited like I would be happy if I happened to get pregnant but I get super nervous. I think may be because I think the worst is going to happen when I do get pregnant like preeclampsia or amniotic fluid embolism and I will die. I saw therapist it helped a tad with dealing with these thoughts but they are still there and I worry is this a sign not to get pregnant?

Anyone feel super nervous before conceiving and while conceiving?