heather love, it is totally normal to panic out. ALL pregnant ladies panic out in regards to being mums. people don't say it as it's easier to judge those feelings than just the politically correct "oh i am so thrilled, the only important thing is that the baby is healthy, other things don't matter".
it is a major change for a person at ANY age, let alone a tender age like yours! and it is totally OK to have your feelings. i'm with you of not telling it to people in your real life as they will misinterpret it due to the entire situation.
panic is normal. fear is normal. doubts as well. we are just human heatherr, and no matter how much we want it, we'll never be able to do it ALL perfect and right. and we'll always be afraid of big things that overwhelm us, no matter how much we may want them as well.
so take a deep breath and don't force yourself to feel or not feel anything. these waves of feelings are normal and they come and go, and get more intense in both ways (panic and excitement) as the term gets closer. it is also your hormones in it as well.
regarding buying baby clothes and stuff, i'd go with your FOB for a little shopping tour. those are those small moments you don't wanna miss out on as you may regret it later. so just go with it and see how it goes.
and if the panic gets you there, tell him that you are very scared about the things and so on.