I freaked out a bit our first month trying, even though we had been planning on starting to try that month for a year and a half.
Then I actually got pregnant on our first try and had a lot of anxiety. It ended up in miscarriage and I felt bad for being so anxious about it, like somehow it was my fault, even though I know it doesn't work that way.
I then didn't ovulate for the next two months, and here I am again, freaking out a bit now that we've finally got another valid chance at it!
When I see babies I'm like "I want that!" but going through the process & pregnancy is a whoooole other thing.
Good luck with the IUI and hang in there! We're all kind of in the dark until we go through it, y'know?