I'm sorry your having a rough time. But I can tell you there are plenty of us who can relate so im glad your letting it out so that you have an extra support system!!! And as to where to start shoveling I can answer that, a day at a time, pick one of the smaller things and deal with it, or make a plan to deal with it, and then another and another and eventually it will help even if it's just in a sense of control.
Dh and I were told that it would take us 3-5 years to get pregnant (it took 6 months), He is completing an unpaid practicum, and the pregnancy wasn't tolerating me working so I have had to quit. So we have no money coming in, and our wedding money went to bills and getting some of the basics for baby. The rest is family help mainly his.
So I understand the panic that sets in, especially when more things keep chipping away at what little you can do (ive had to give my dad about half of our savings just so he and I didn't get evicted, or so I can eat more then a meal a day). I have things but I cant set them up because my dad refuses to clean his mess, and I cant do the lifting so till DH can help when he visits I have no nursery, and my family wont help...and aren't throwing a shower for me either, his is when I can move back up but that will be when LO is like 4 months. But like PP have said baby's DON'T NEED a whole lot of things, and there are things that can make do till they are a bit older.
Like a laundry basket, I have four friends that instead of buying cribs right away used these since they travel so much, and since it was easier to move the baby room to room with them as needed, and there little ones are fine. Another made her own sling out of sweaters and tshirts for when shes around the house. Check consignment stores, I got a stroller for 100 bucks, and a bunch of clothes for 20 when it would have cost more. And have you thought about doing a mommy swap, were you invite friends and family to bring items they dont use for the baby and they can swap with other moms for different items or new moms can even buy stuff really cheap, its a great way to get some of the token items.
There are always ways to the shoveling started, like posting on here for great money saving tips causes their are some smart mama's on this board (FTM here and still cant believe how much I have learned already just from reading) and another and this at least for me is a big one, on the days where I just want to cry because I cant find the light of day threw it all talk to your SO, I couldn't do it without my DH, he makes plans with me, reminds me that tough times dont last for ever and tells me ideas he has to help, you would be surprised how much just having a partner in the mess helps you sort out your thoughts.
Hope it helps, and if you need any vent time, I know im around and im sure others are to. T & P are with you