I'm sure it's just shock. No parent wants to hear that there teenage daughter is pregnant. We have better/bigger hopes that we have planned out for them. College dorm, graduating from a University with a Bachelors, buying a sports car, and wanting to see us get married BEFORE they become grandparents. However, this is the real world and when women have sex, we also get pregnant. It's just life.
Just stay positive no matter what you do. If you keep baby, please stay in high school and if you can go onto college -do it. Look for universities that have "family housing", there isn't a lot of them but I know the University of Utah does! They have townhouses students who have children and/or spouses...or both! Can rent. Student family housing are usually just hard working parents with children who are trying to make it through school. You also won't get the typical college parties as you would hear in the dorm and almost all of them are equipped with a playground in the back. Financial aid may or may not help with them, and they can be costly to rent for students. Typically, 950+ at the minimum, but they usually are beautiful and safe, plus located near the campus. If babies father lived with you or if you two got married, that would help as he could live with you & help split rent. You can't have just a friend live with you, hence, "family" housing.
The world isn't crashing - but I know exactly how you feel because 7 years ago I was in the same boat as you!
Take Care & Good Luck!!