Is it normal to be very worried about everything in early pregnancy?

Yes it is normal to worry. This is my first pregnancy and miscarriage was my worst nightmare (finally in the "safe" second trimester). I worried about the symptoms I had and about the symptoms I didn't have. I freaked out at every little cramp and was basically making myself crazy. What you have to remember though is that stress is bad for your baby and you stressing will only increase the likelihood that something will go wrong. Once I had that in my head I was able to calm down and just enjoy being pregnant.