I agree, it's normal to feel a little sad if youve had your heart set on something else. Just about the time I finally became pregnant, we had recently decided we'd start the adoption process for a Chinese girl. Even with my pregnancy I felt a little sadness about "losing" that Chinese girl somehow. It was strange because there wasn't any particular child, it was just a desire.
In my heart I always knew I wanted a girl. DH and I weren't big "kid" people, and frankly, boys scared me. I'd watch them throwing rocks at live animals (seagulls at the beach, chickens on the farm, etc.) and didn't like it at all. A lot of them always had snots running down their noses, etc., too. Yuck. (lol) So when I became pregnant with twins, I felt it was likely two girls. There we were in the first US that we could see the gender and the only thing we could see with one twin was a big scrotum!

What??

"What about the other one???" Nothing; couldn't see. I walked out of there a little shell shocked, in disbelief. Then the thought hit me on the way home that maybe there were two boys!

It was a while until the next US so I worried for a little while even though my mother kept saying she felt the other was a girl.
Next US happened to be a genetic screening US. (How naive I was going into that just caring about what the gender of Twin A was.

) The tech said she thought it was a girl, but the doc would let me know for sure. Doc came in and hurriedly said, "Yes, it's a girl". I had about a second of delight. But the other half of that sentence was, "But we have a problem with Twin B" (the boy). What?? OMG, what kind of problem? I'd already, at that point, begun to like the idea of having a boy (or boys) and think of his (their) name(s).

That day, when we walked out of there, DH said, "Now you can buy some girl's clothes" and I was like, "Did you hear what she said? There might be a problem with our little boy!"

and thereafter, that was my main concern. I worried for the remainder of the pregnancy, but fortunately, there was nothing wrong. I still worried secretely a bit about not really knowing what to do with a boy, though.
Till birth. And nightmare delivery, etc. It had been over 24 hours and I still hadn't really held either of my babies yet - DH had taken over while I was out of it. (Was so proud of him. Every time I'd open my eyes I'd see him with a nurse and one of the babies learning what to do, etc.) Next day I finally fed my son. He had these amazing little wisps of blond hair, like I did when I was young - everyone was talking about it. I loved just looking at him, was in awe. Then I put him up on my chest to burp him and something magical happened. When he snuggled in, I felt an immediate and overwhelming sense of love for this little boy that sort of blew me away. I'll never forget it. I remember thinking, "Why did I ever worry about this?" Growing up my boy never threw rocks at anything living or had a snotty, dripping nose, I made sure of it. And I still feel the same way I felt that day when I look at him.
Oh, and my girl is pretty cool, too.
Congratulations on your pregnancy, OP!